Title :
Estimation of signal parameters using the maximum likelihood method
Author_Institution :
Dept. of Electron. & Electr. Eng., Glasgow Univ.
Abstract :
This paper addresses the finding of the maximum likelihood estimates for the parameters of ARMA signal models. After reviewing the form of the likelihood function for ARMA sequences, the authors describe how a genetic algorithm may be employed to search the likelihood space with the aim of finding the maximum point. The use of parallel processing techniques to speed up the search procedure discussed briefly
Keywords :
genetic algorithms; maximum likelihood estimation; parallel processing; parameter estimation; search problems; signal processing; ARMA signal models; genetic algorithm; likelihood function; maximum likelihood estimates; parallel processing techniques; search procedure;
Conference_Titel :
Mathematical Aspects of Digital Signal Processing, IEE Colloquium on
Conference_Location :
London
