ON MODIFIED EVLP AND ML METHODS FOR ESTIMATING SUPERIMPOSED EXPONENTIAL SIGNALS

被引：15

作者：

KANNAN, N ^{[1
]}

KUNDU, D ^{[1
]}

机构：

[1] UNIV TEXAS,DEPT MATH & STAT,SAN ANTONIO,TX 78285

来源：

SIGNAL PROCESSING | 1994年 / 39卷 / 03期

关键词：

CONSTRAINED EVLP; MLE; SINUSOIDAL MODEL; PRONY METHOD;

D O I：

10.1016/0165-1684(94)90086-8

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

We consider the estimation procedure of the multiple sinusoidal model for signals, when the damping factor is not present. The solution in the general case depends on the roots of a polynomial, whose coefficients are estimated from the observed data. When the damping factor is absent, the coefficients exhibit a certain symmetry. It reduces in estimating almost half of the total number of unknown parameters. Under these symmetric constraints modified methods have been developed to estimate the coefficients. It is observed that the standard errors for the modified methods are closer to the Cramer-Rao lower bound than before in almost all the situations. It is also observed that the computational cost of the modified maximum likelihood method is lower than the ordinary one. The modified maximum likelihood estimates can be obtained by an iterative process. Theoretical justification has been provided for the convergence of the iterative process.

引用

页码：223 / 233

页数：11

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