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Piecewise Linear Slope Estimation.

Authors
  • Ingle, A N1
  • Sethares, W A2
  • Varghese, T1
  • Bucklew, J A2
  • 1 Depts. of Electrical and Computer Engineering, University of Wisconsin-Madison, Madison, WI, USA ; Depts. of Medical Physics, University of Wisconsin-Madison, Madison, WI, USA.
  • 2 Depts. of Electrical and Computer Engineering, University of Wisconsin-Madison, Madison, WI, USA.
Type
Published Article
Journal
Conference record. Asilomar Conference on Signals, Systems & Computers
Publication Date
Nov 01, 2014
Volume
2014
Pages
420–422
Identifiers
PMID: 26229417
Source
Medline
Language
English
License
Unknown

Abstract

This paper presents a method for directly estimating slope values in a noisy piecewise linear function. By imposing a Markov structure on the sequence of slopes, piecewise linear fitting is posed as a maximum a posteriori estimation problem. A dynamic program efficiently solves this by traversing a linearly growing trellis. The alternating maximization algorithm (a kind of pseudo-EM method) is used to estimate the model parameters from data and its convergence behavior is analyzed. Ultrasound shear wave imaging is presented as a primary application. The algorithm is general enough for applicability in other fields, as suggested by an application to the estimation of shifts in financial interest rate data.

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