POLYNOMIAL ESTIMATION OF THE AMPLITUDE OF A SIGNAL

被引：11

作者：

BONDON, P

机构：

[1] Laboratoire des Signaux et Systèmes, CNRS, ESE Plateau de Moulon, 91192 Gif-suryvette, Cedex

来源：

IEEE TRANSACTIONS ON INFORMATION THEORY | 1994年 / 40卷 / 03期

关键词：

NONLINEAR PARAMETER ESTIMATION; HIGHER-ORDER MOMENT MATRICES; UNBIASED AND MINIMUM VARIANCE ESTIMATION;

D O I：

10.1109/18.335913

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The problem of estimating the amplitude of a signal is addressed using higher-order statistics. The probability distribution of the noise is assumed to be unknown so that the maximum likelihood estimator cannot be calculated. The estimator is taken as a polynomial of the observation, the coefficients of which are determined so that the estimate is unbiased with minimum variance. This method generalizes the linear approach, and the estimate variance is reduced. The case of linear-quadratic estimation is detailed, and numerical examples are presented.

引用

页码：960 / 965

页数：6

共 14 条

[1] POLYSPECTRUM MODELING USING LINEAR OR QUADRATIC FILTERS [J].