• 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