DocumentCode
352273
Title
Optimal estimation of non-stationary phase and amplitude processes
Author
Andrieu, C.
Author_Institution
Dept. of Eng., Cambridge Univ., UK
Volume
2
fYear
2000
fDate
2000
Abstract
In this paper, we address the problem of on-line optimal estimation of signals modelled as the sum of sinusoids with time-varying amplitudes and phases. This is a complex optimal filtering problem. We present some efficient and original simulation-based methods to solve it. The posterior Cramer-Rao lower bound for this state estimation problem is also derived
Keywords
Monte Carlo methods; amplitude estimation; digital filters; digital simulation; phase estimation; state estimation; time-varying systems; amplitude processes; complex optimal filtering problem; nonstationary phase; on-line optimal estimation; optimal estimation; posterior Cramer-Rao lower bound; simulation-based method; sinusoids; state estimation problem; time-varying amplitudes; Amplitude estimation; Concurrent computing; Filtering; Integrated circuit modeling; Particle filters; Phase estimation; Signal processing; Sonar; State estimation; Yield estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 2000. ICASSP '00. Proceedings. 2000 IEEE International Conference on
Conference_Location
Istanbul
ISSN
1520-6149
Print_ISBN
0-7803-6293-4
Type
conf
DOI
10.1109/ICASSP.2000.859040
Filename
859040
Link To Document