A. Kannan, M. Ostendorf, W. C. Karl, D. Castañon and R. Fish,
``ML Parameter Estimation of a Multiscale Stochastic Process using the EM Algorithm,''
IEEE Transactions on Signal Processing, to appear June 2000.
An algorithm for estimation of the parameters of a multiscale
stochastic process based on scale-recursive dynamics on trees is
presented. The expectation-maximization algorithm is used to
provide maximum likelihood estimates for the general case of a
non-homogeneous tree with no fixed structure for the process
dynamics. Experimental results are presented using synthetic data.
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