Proceedings ArticleDOI
Exact maximum likelihood estimation of superimposed exponential signals in noise
Yoram Bresler,Albert Macovski +1 more
- Vol. 10, pp 1824-1827
Reads0
Chats0
TLDR
A unified framework for the exact Maximum Likelihood estimation of the parameters of superimposed exponential signals in noise, encompassing both the single and the multiexperiment cases, is presented.Abstract:
A unified framework for the exact Maximum Likelihood estimation of the parameters of superimposed exponential signals in noise, encompassing both the single and the multiexperiment cases (respectively the time series and the array problems), is presented. An exact expression for the ML criterion is derived in terms of the prediction polynomial of the noiseless signal, and an iterative algorithm for the maximization of this criterion is presented. A simulation example shows the estimator to be capable of providing more accurate frequency estimates than currently existing techniques.read more
Citations
More filters
Journal ArticleDOI
Exact maximum likelihood parameter estimation of superimposed exponential signals in noise
Yoram Bresler,Albert Macovski +1 more
TL;DR: A unified framework for the exact maximum likelihood estimation of the parameters of superimposed exponential signals in noise, encompassing both the time series and the array problems, is presented and the present formulation is used to interpret previous methods.
Proceedings ArticleDOI
Estimation of Signal Parameters via Rotational Invariance Techniques - ESPRIT
TL;DR: Though ESPRIT is discussed in the context of direction-of-arrival estimation, it can be applied to a wide variety of problems including spectral estimation and has several advantages over earlier techniques such as MUSIC including improved performance, reduced computational load, freedom from array characterization/calibration, and reduced sensitivity to array perturbations.
Proceedings ArticleDOI
Genetic algorithms for maximum likelihood parameter estimation
Ken Sharman,G.D. McClurkin +1 more
TL;DR: The authors introduce genetic algorithms to solve the exact maximum-likelihood equations arising in a typical signal processing problem, and it is shown that it can outperform existing high-performance parameter estimation algorithms under difficult conditions.
Journal ArticleDOI
Robust parametric transfer function estimation using complex logarithmic frequency response data
TL;DR: Besides its robustness to lack of prior noise information, it is demonstrated that the logarithmic estimator behaves remarkably well in the presence of outliers.
Proceedings ArticleDOI
Comparative performance of ESPRIT and MUSIC for direction-of-arrival estimation
TL;DR: Results of computer simulations carried out to compare the resolution and error performance of ESPRIT and the well-known conventional MUSIC algorithm are presented.
References
More filters
Journal ArticleDOI
The differentiation of pseudoinverses and nonlinear least squares problems whose variables separate.
Gene H. Golub,Victor Pereyra +1 more
TL;DR: Algorithms are presented which make extensive use of well-known reliable linear least squares techniques, and numerical results and comparisons are given.
Journal ArticleDOI
The Retrieval of Harmonics from a Covariance Function
TL;DR: In this paper, a new method for retrieving harmonics from a covariance function is introduced, based on a theorem of Caratheodory about the trigonometrical moment problem.
The differentiation of pseudo-inverses and non-linear least squares problems whose variables separate.
G. H. GOLUBf,V. Pereyra +1 more
TL;DR: In this paper, the least square fit of nonlinear models of the form {(0t, Yi), l,, m, qgj, ti, and the modified functional r2( 0t (lY O(0 t)/(0)yl)22) is considered.
Journal ArticleDOI
Estimation of frequencies of multiple sinusoids: Making linear prediction perform like maximum likelihood
Donald W. Tufts,Ramdas Kumaresan +1 more
TL;DR: In this paper, the frequency estimation performance of the forward-backward linear prediction (FBLP) method was improved for short data records and low signal-to-noise ratio (SNR) by using information about the rank M of the signal correlation matrix.
Related Papers (5)
Unconditional maximum likelihood approach for near-field source localization
Erdinç Çekli,Hakan Ali Cirpan +1 more
On the convergence of the generalized maximum likelihood algorithm for nonuniform image motion estimation
Nader M. Namazi,D.W. Foxall +1 more