Theory and Applications of the EM Algorithm in Signal Processing - Foundations & Trends by Maya R. Gupta (2011) | Machine Learning Optimization & Data Analysis Guide

Let me start by noting that I know one of the authors and in fact reviewed an early copy of this manuscript. That said, I wish this book had been around when I was a grad student. The writing is clear, the math is very clear, and the detailed derivations of EM for HMMs coupled with plain language explanations of the reasons for various steps are ideal. My only complaint is the book could use more illustrative figures.