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

fYear

1988

fDate

3-5 Aug 1988

Firstpage

182

Lastpage

185

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Spectrum Estimation and Modeling, 1988., Fourth Annual ASSP Workshop on

Conference_Location

Minneapolis, MN

Type

conf

DOI

10.1109/SPECT.1988.206187

Filename

206187

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3102762