Title :
Maximum likelihood estimation of liner signal parameters for Poisson processes
Author :
Unser, Michael ; Eden, Murray
Author_Institution :
Nat. Inst. of Health, Bethesda, MD, USA
fDate :
6/1/1988 12:00:00 AM
Abstract :
The estimation of linear signal parameters is studied under the hypothesis of independently Poisson distributed measurements. A simple interactive maximum-likelihood estimator (MLE) is derived and is optimized for rapid convergence. It is shown to be statistically optimal in the sense of providing unbiased and minimum variance estimates. Experimental conditions are identified where MLE results in significant performance improvement when compared to conventional linear least-squares (LLS)
Keywords :
parameter estimation; signal processing; statistical analysis; MLE; Poisson processes; independently Poisson distributed measurements; interactive maximum-likelihood estimator; liner signal parameters; minimum variance estimates; rapid convergence; unbiased estimates; Biomedical measurements; Convergence; Electrons; Instruments; Least squares methods; Maximum likelihood estimation; Parameter estimation; Photonic crystals; Signal processing; Spectroscopy;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on