| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 716432 | IFAC Proceedings Volumes | 2012 | 6 Pages |
Abstract
In this paper we formulate the nonnegative matrix factorisation (NMF) problem as a maximum likelihood estimation problem for hidden Markov models and propose online expectation-maximisation (EM) algorithms to estimate the NMF and the other unknown static parameters. We also propose a sequential Monte Carlo approximation of our online EM algorithm. We show the performance of the proposed method with two numerical examples.
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