Title :
Parameter estimation of non-Gaussian probability density of one-dimensional signals and interferences by iterative method of maximum likelihood
Author :
Ibatoulline, Emir A.
Author_Institution :
Dep. of Radio-Phys., Kazan State Univ.
Abstract :
In this report, the use of iterative method of maximum likelihood is considered, which common algorithm was circumscribed earlier, for the parameter estimation of the non-Gaussian probability density of one-dimensional signals and interferences. The formulas for determination of means and variances maximizing the logarithms of private likelihood functions are obtained. The simulation is carried out and the numerical results indicating good the capabilities of method are obtained
Keywords :
iterative methods; maximum likelihood estimation; probability; signal synthesis; 1D interferences; 1D signals; iterative maximum likelihood method; nonGaussian probability density; parameter estimation; Frequency; Interference; Iterative algorithms; Iterative methods; Maximum likelihood estimation; Parameter estimation; Probability; Signal processing; Signal processing algorithms; Stochastic processes;
Conference_Titel :
Electromagnetic Compatibility, 2003. EMC '03. 2003 IEEE International Symposium on
Conference_Location :
Istanbul
Print_ISBN :
0-7803-7779-6
DOI :
10.1109/ICSMC2.2003.1428266
