Estimation of amplitude and phase of non-stationary signals

Author

Friedlander, Benjamin ; Francos, Joseph

Author_Institution

Dept. of Electr. & Comput. Eng., California Univ., Davis, CA, USA

fYear

1993

fDate

1-3 Nov 1993

Firstpage

431

Abstract

We consider the problem of estimating signals consisting of one or more components of the form a(t)e^jφ(t), where the amplitude and phase functions are represented by a linear parametric model. A maximum likelihood algorithm for estimating the phase and amplitude parameters is presented, and the corresponding Cramer Rao bound (CRB) is derived. By analyzing the CRB for the single-component case it is shown that the estimation of the amplitude and the phase are decoupled. The performance of the maximum likelihood algorithm is illustrated by Monte-Carlo simulations, and its statistical efficiency is verified

Keywords

amplitude estimation; maximum likelihood estimation; phase estimation; signal processing; Cramer Rao bound; Monte-Carlo simulations; amplitude estimation; amplitude functions; linear parametric model; maximum likelihood algorithm; non-stationary signals; parameter estimation; phase estimation; phase functions; statistical efficiency; Additive noise; Amplitude estimation; Cramer-Rao bounds; Gaussian noise; Maximum likelihood estimation; Parametric statistics; Phase estimation; Polynomials; Signal processing; Sonar; Systems engineering and theory;

fLanguage

English

Publisher

ieee

Conference_Titel

Signals, Systems and Computers, 1993. 1993 Conference Record of The Twenty-Seventh Asilomar Conference on

Conference_Location

Pacific Grove, CA

ISSN

1058-6393

Print_ISBN

0-8186-4120-7

Type

conf

DOI

10.1109/ACSSC.1993.342549

Filename

342549