DocumentCode
914169
Title
Estimating the amplitude of a sinusoid from noisy random samples (Corresp.)
Author
Collmeyer, A. ; Gupta, Swastik
Volume
16
Issue
4
fYear
1970
fDate
7/1/1970 12:00:00 AM
Firstpage
487
Lastpage
489
Abstract
The problem of estimating the amplitude of a sinusoid from noisy random samples is examined. The maximum-likelihood procedure, applied in the strong-signal case, yields a simple (albeit nonlinear) estimate. The mean-squared estimation error is obtained as a function of the sample size as well as the signal-to-noise ratio.
Keywords
Parameter estimation; maximum-likelihood (ML) estimation; Additive noise; Amplitude estimation; Filters; Frequency; Maximum likelihood estimation; Narrowband; Noise level; Random variables; Sampling methods; Signal to noise ratio;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1970.1054488
Filename
1054488
Link To Document