DocumentCode
892083
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
Volume
34
Issue
5
fYear
1988
fDate
9/1/1988 12:00:00 AM
Firstpage
1066
Lastpage
1070
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;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.21232
Filename
21232
Link To Document