Recursive EM and SAGE-inspired algorithms with application to DOA estimation

@article{Chung2005RecursiveEA,
  title={Recursive EM and SAGE-inspired algorithms with application to DOA estimation},
  author={Pei Jung Chung and Johann F. B{\"o}hme},
  journal={IEEE Transactions on Signal Processing},
  year={2005},
  volume={53},
  pages={2664-2677}
}
This paper is concerned with recursive estimation using augmented data. We study two recursive procedures closely linked with the well-known expectation and maximization (EM) and space alternating generalized EM (SAGE) algorithms. Unlike iterative methods, the recursive EM and SAGE-inspired algorithms give a quick update on estimates given new data. Under mild conditions, estimates generated by these procedures are strongly consistent and asymptotically normally distributed. These mathematical… CONTINUE READING
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