Title :
Maximum likelihood estimation, analysis, and applications of exponential polynomial signals
Author :
Golden, Stuart ; Friedlander, Benjamin
Author_Institution :
Orincon Corp., San Diego, CA, USA
fDate :
6/1/1999 12:00:00 AM
Abstract :
We model complex signals by approximating the phase and the logarithm of the time-varying amplitude of the signal as a finite order polynomial. We refer to a signal that has this form as an exponential polynomial signal (EPS). We derive an iterative maximum-likelihood (ML) estimation algorithm to estimate the unknown parameters of the EPS model. The initialization of the ML algorithm can be performed by using the result of a related paper. A statistical analysis of the ML algorithm is performed using a finite-order Taylor expansion of the mean squared error (MSE) of the estimate about the variance of the additive noise. This perturbation analysis gives a method of predicting the MSE of the estimate for any choice of the signal parameters. The MSE from the perturbation analysis is compared with the MSE from a Monte Carlo simulation and the Cramer-Rao Bound (CRB). The CRB for this model is also derived
Keywords :
Gaussian noise; geophysical signal processing; iterative methods; maximum likelihood estimation; mean square error methods; seismology; statistical analysis; CRB; Cramer-Rao Bound; Gaussian noise; ML algorithm; MSE; Monte Carlo simulation; additive noise variance; complex signals model; exponential polynomial signal; exponential polynomial signals; finite order polynomial; finite-order Taylor expansion; iterative maximum-likelihood estimation algorithm; logarithm; maximum likelihood estimation; mean squared error; perturbation analysis; phase approximation; seismic data; signal parameters; statistical analysis; time-varying amplitude; Degradation; Frequency; Iterative algorithms; Maximum likelihood estimation; Parameter estimation; Polynomials; Radar signal processing; Signal analysis; Signal processing; Taylor series;
Journal_Title :
Signal Processing, IEEE Transactions on