Algorithm 1 Hyperparameter and signal estimation by EM.

1:Initialize ${\alpha }_0,{\gamma }_0,{\beta }_0$. 2:for$l=1,2,\cdots$do 3: Compute ${\mathit{\mu }}_{l-1},{\mathit{C}}_{l-1}$ as in Equations (14) and (15). 4: Update ${\alpha }_l,{\gamma }_l,{\beta }_l$ according to Equation (16). 5:end for