Title :
Spectrum estimation via maximum likelihood estimation of Toeplitz constrained covariances
Author :
Miller, Michael I. ; Turmon, Michael J. ; O´Sullivan, Joseph A. ; Snyder, Donald L.
Author_Institution :
Dept. of Electr. Eng., Washington Univ., St. Louis, MO, USA
Abstract :
The authors apply the maximum-likelihood (ML) method to the estimation of Toeplitz constrained covariances from Gaussian processes. An iterative expectation-maximization algorithm is used to generate the maximizers, and performance results are shown, demonstrating the superior mean-squared error properties of the ML estimator to conventional covariance estimates
Keywords :
estimation theory; iterative methods; matrix algebra; spectral analysis; Gaussian processes; ML estimator; Toeplitz constrained covariances; iterative expectation-maximization algorithm; maximum likelihood estimation; mean-squared error properties; spectrum estimation; Additive noise; Covariance matrix; Delay; Expectation-maximization algorithms; Frequency estimation; Gaussian processes; Iterative algorithms; Linear antenna arrays; Maximum likelihood estimation; Spectral analysis;
Conference_Titel :
Spectrum Estimation and Modeling, 1988., Fourth Annual ASSP Workshop on
Conference_Location :
Minneapolis, MN
DOI :
10.1109/SPECT.1988.206187
