Parameter estimation of superimposed signals using the EM algorithm

Author

Feder, Meir ; Weinstein, Ehud

Author_Institution

Dept. of Electr. Eng. & Comput. Sci., MIT, Cambridge, MA, USA

Volume

36

Issue

4

fYear

1988

fDate

4/1/1988 12:00:00 AM

Firstpage

477

Lastpage

489

Abstract

A computationally efficient algorithm for parameter estimation of superimposed signals based on the two-step iterative EM (estimate-and-maximize, with an E step and an M step) algorithm is developed. The idea is to decompose the observed data into their signal components and then to estimate the parameters of each signal component separately. The algorithm iterates back and forth, using the current parameter estimates to decompose the observed data better and thus increase the likelihood of the next parameter estimates. The application of the algorithm to the multipath time delay and multiple-source location estimation problems is considered

Keywords

iterative methods; parameter estimation; signal processing; estimate and maximize algorithm; multipath time delay estimation; multiple-source location estimation; parameter estimation; signal components; superimposed signals; two-step interactive EM algorithm; Additive noise; Delay effects; Delay estimation; Helium; Maximum likelihood estimation; Oceans; Parameter estimation; Position measurement; Signal processing algorithms; State estimation;

fLanguage

English

Journal_Title

Acoustics, Speech and Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

0096-3518

Type

jour

DOI

10.1109/29.1552

Filename

1552