Title :
Fast Maximum Likelihood Scale Parameter Estimation From Histogram Measurements
Author :
Colonnese, Stefania ; Rinauro, Stefano ; Scarano, Gaetano
Author_Institution :
DIIET, Univ. La Sapienza di Roma, Rome, Italy
Abstract :
In this letter, we address the problem of estimating a parameter acting as a scale factor on the observations probability density function (pdf), i.e. a scale parameter. Histogram based Maximum Likelihood (ML) estimation of a scale parameter requires the evaluation of a discrete scale correlation. We show how ML estimation can be implemented by means of a computationally efficient Discrete Fourier Transform based procedure, when geometric histogram sampling is adopted. As a case study, we analyze a gain estimator for general QAM constellations. Simulation results and theoretical performance analysis show that the presented ML estimator outperforms selected state of the art estimators, approaching the Cramér-Rao Lower Bound (CRLB) for a wide range of SNR.
Keywords :
correlation methods; discrete Fourier transforms; maximum likelihood estimation; probability; quadrature amplitude modulation; Cramer-Rao lower bound; ML estimation; QAM constellation; discrete Fourier transform; discrete scale correlation; gain estimator; geometric histogram sampling; histogram based maximum likelihood estimation; histogram measurement; maximum likelihood scale parameter estimation; probability density function; Correlation; Discrete Fourier transforms; Histograms; Maximum likelihood estimation; Random variables; Reactive power; Histogram; QAM gain estimation; maximum likelihood; scale parameter; shift parameter;
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2011.2159787