Abstract
The Baum-Welch algorithm is a technique for the maximum likelihood parameter estimation of probabilistic functions of Markov processes. We apply this technique to nonstationary Markov processes and explore a relationship between the Baum-Welch algorithm and the BCJR algorithm. Furthermore, we apply the Baum-Welch algorithm to two noristationary Markov processes and obtain the turbo decoding algorithm. © Springer-Verlag Berlin Heidelberg 2006.
Cite
CITATION STYLE
Kim, S. (2006). Turbo decoding as an instance of expectation maximization algorithm. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 4232 LNCS, pp. 371–378). Springer Verlag. https://doi.org/10.1007/11893028_42
Register to see more suggestions
Mendeley helps you to discover research relevant for your work.
