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)


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.


Markov Process Probabilistic Function Linear Code Expectation Maximization Algorithm Symbol Error Rate 
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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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