Asymptotically efficient estimation of spectral moments

Author

Dias, Jost M B ; Leitao, Jok M N

Author_Institution

Inst. de Telecomunicacoes, Inst. Superior Tecnico, Lisbon, Portugal

Volume

43

Issue

9

fYear

1995

fDate

9/1/1995 12:00:00 AM

Firstpage

2222

Lastpage

2225

Abstract

The article studies parametric estimation of spectral moments of a zero-mean complex Gaussian stationary process immersed in independent Gaussian noise. With the merit of the maximum-likelihood (ML) approach as motivation, this work exploits a Whittle´s (1953) type objective function that is able to capture the relevant features of the log-likelihood function while being much more manageable. The resulting estimates are strongly consistent and asymptotically efficient. As an example, application to Doppler weather radar data is considered

Keywords

Doppler radar; Gaussian processes; maximum likelihood estimation; meteorological radar; radar signal processing; spectral analysis; Doppler weather radar data; Whittle´s type objective function; asymptotically efficient estimation; independent Gaussian noise; log-likelihood function; maximum-likelihood estimation; objective function; parametric estimation; spectral moments; zero-mean complex Gaussian stationary process; Gaussian noise; Maximum likelihood estimation; Meteorological radar; Power measurement; Samarium; State estimation; Ultrasonic imaging; Ultrasonic variables measurement; Velocity measurement; Yield estimation;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.414791

Filename

414791