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Expectation-maximization algorithm for amplitude estimation of saturated optical transient signals
Author(s) -
Matthew Kagie,
Aaron D. Lanterman
Publication year - 2018
Publication title -
journal of the optical society of america a
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.803
H-Index - 158
eISSN - 1520-8532
pISSN - 1084-7529
DOI - 10.1364/josaa.35.001228
Subject(s) - expectation–maximization algorithm , censoring (clinical trials) , amplitude , maximization , algorithm , poisson distribution , computer science , transient (computer programming) , estimation theory , signal (programming language) , saturation (graph theory) , maximum likelihood , statistics , mathematics , mathematical optimization , optics , physics , combinatorics , programming language , operating system
This paper addresses parameter estimation for an optical transient signal when the received data has been right-censored. We develop an expectation-maximization (EM) algorithm to estimate the amplitude of a Poisson intensity with a known shape in the presence of additive background counts, where the measurements are subject to saturation effects. We compare the results of our algorithm with those of an EM algorithm that is unaware of the censoring.

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