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Turbo Decoding as an Instance of Expectation Maximization Algorithm

  • Saejoon Kim
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 4232)

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 nonstationary Markov processes and obtain the turbo decoding algorithm.

Keywords

Markov Process Probabilistic Function Linear Code Expectation Maximization Algorithm Symbol Error Rate 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2006

Authors and Affiliations

  • Saejoon Kim
    • 1
  1. 1.Department of Computer ScienceSogang UniversitySeoulKorea

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