Title :
A geometric approach to the maximum likelihood spectral estimator for sinusoids in noise
Author :
Foias, C. ; Frazho, Arthur E. ; Sherman, Peter J.
Author_Institution :
Dept. of Math., Indiana Univ., Bloomington, IN, USA
fDate :
9/1/1988 12:00:00 AM
Abstract :
The problem of estimating sinusoids that have been corrupted by additive stationary noise is addressed. It is shown how the Naimark dilation for the data correlation sequence can be used to provide additional insight into some fundamental results on orthogonal polynomials and to give a new interpretation of the maximum-likelihood (ML) spectral estimator
Keywords :
correlation methods; noise; polynomials; spectral analysis; Naimark dilation; additive stationary noise; data correlation sequence; geometric approach; maximum likelihood spectral estimator; noise; orthogonal polynomials; sinusoids; Additive noise; Colored noise; Frequency estimation; H infinity control; Hilbert space; Maximum likelihood estimation; Polynomials; Signal to noise ratio; Working environment noise; Yield estimation;
Journal_Title :
Information Theory, IEEE Transactions on
