Recursive EM Algorithm Research Articles

An online algorithm for echo cancellation, dereverberation and noise reduction based on a Kalman-EM Method

Many modern smart devices are equipped with a microphone array and a loudspeaker (or are able to connect to one). Acoustic echo cancellation algorithms, specifically their multi-microphone variants, are essential components in such devices. On top of acoustic echos, other commonly encountered interference sources in telecommunication systems are reverberation, which may deteriorate the desired speech quality in acoustic enclosures, specifically if the speaker distance from the array is large, and noise. Although sub-optimal, the common practice in such scenarios is to treat each problem separately. In the current contribution, we address a unified statistical model to simultaneously tackle the three problems. Specifically, we propose a recursive EM (REM) algorithm for solving echo cancellation, dereverberation and noise reduction. The proposed approach is derived in the short-time Fourier transform (STFT) domain, with time-domain filtering approximated by the convolutive transfer function (CTF) model. In the E-step, a Kalman filter is applied to estimate the near-end speaker, based on the noisy and reveberant microphone signals and the echo reference signal. In the M-step, the model parameters, including the acoustic systems, are inferred. Experiments with human speakers were carried out to examine the performance in dynamic scenarios, including a walking speaker and a moving microphone array. The results demonstrate the efficiency of the echo canceller in adverse conditions together with a significant reduction in reverberation and noise. Moreover, the tracking capabilities of the proposed algorithm were shown to outperform baseline methods.

Isolated Word Recognition by Recursive HMM Parameter Estimation Algorithm

Automatic speech recognition (ASR) technologies enable humans to communicate with computers. Isolated word recognition (IWR) is an important part of many known ASR systems. Minimizing the word error rate in cases of incremental learning is a unique challenge for developing an on-line ASR system. This paper focuses on on-line IWR using a recursive hidden Markov model (HMM) multivariate parameter estimation algorithm. The maximum likelihood method was used to estimate the unknown parameters of the model, and an algorithm for the adapted recursive EM algorithm for HMMs parameter estimation was derived. The resulting recursive EM algorithm is unique among its counterparts because of state transition probabilities calculation. It obtains more accurate parameter estimates compared to other algorithms of this type. In our experiment, the algorithm was implemented and adapted to several datasets for IWR. Thus, the recognition rate and algorithm convergence results are discussed in this work.

Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models

A technique for online estimation of spot volatility for high-frequency data is developed. The algorithm works directly on the transaction data and updates the volatility estimate immediately after the occurrence of a new transaction. Furthermore, a nonlinear market microstructure noise model is proposed that reproduces several stylized facts of high-frequency data. A computationally efficient particle filter is used that allows for the approximation of the unknown efficient prices and, in combination with a recursive EM algorithm, for the estimation of the volatility curve. We neither assume that the transaction times are equidistant nor do we use interpolated prices. We also make a distinction between volatility per time unit and volatility per transaction and provide estimators for both. More precisely we use a model with random time change where spot volatility is decomposed into spot volatility per transaction times the trading intensity--thus highlighting the influence of trading intensity on volatility. Copyright The Author, 2013. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com, Oxford University Press.

Tracking of Multiple Moving Sources Using Recursive EM Algorithm

We deal with recursive direction-of-arrival (DOA) estimation of multiple moving sources. Based on the recursive EM algorithm, we develop two recursive procedures to estimate the time-varying DOA parameter for narrowband signals. The first procedure requires no prior knowledge about the source movement. The second procedure assumes that the motion of moving sources is described by a linear polynomial model. The proposed recursion updates the polynomial coefficients when a new data arrives. The suggested approaches have two major advantages: simple implementation and easy extension to wideband signals. Numerical experiments show that both procedures provide excellent results in a slowly changing environment. When the DOA parameter changes fast or two source directions cross with each other, the procedure designed for a linear polynomial model has a better performance than the general procedure. Compared to the beamforming technique based on the same parameterization, our approach is computationally favorable and has a wider range of applications.

RECURSIVE ESTIMATION IN SWITCHING AUTOREGRESSIONS WITH A MARKOV REGIME

Abstract. A hidden Markov regime is a Markov process that governs the time or space dependent distributions of an observed stochastic process. We propose a recursive algorithm for parameter estimation in a switching autoregressive process governed by a hidden Markov chain. A common approach to the recursive estimation problem is to base the estimation on suboptimal modifications of Kalman filtering techniques. The main idea in this paper is to use the maximum likelihood method and from this develop a recursive EM algorithm.

Multiple Wideband Signal Detection and Tracking from Towed Array Data

In this paper towed array data are investigated. The estimation of both the number of signals and the model parameters are considered. Recursive estimation of the parameters is performed by stochastic approximation and a recursive EM algorithm. The proposed algorithms are applied to towed array data measured in the Baltic Sea.

A Recursive EM Algorithm for Identification Subject to Missing Data

In this paper we derive a recursive EM algorithm for identification of ARX-models in the case of missing data. Convergence analysis using the ODE approach is indicated. The algorithm is tested via Monte-Carlo simulation and compared to other approaches.