Title :
The two source maximum likelihood function
Author_Institution :
Signal Process. Syst., Panama City, CA, USA
Abstract :
The maximum likelihood method is designed to yield high resolution estimates in a multiple source environment. The article derive a simplified representation of the maximum likelihood function for the two source case. This case is instructive to understand when and why the full power of the maximum likelihood method should be used. This approach extends the results of a previous paper (see J. Piper, IEEE Trans. Signal Processing, vol.42, no.2, p.412, 1994) that showed how the maximum likelihood function calculation can be transformed from a matrix problem to a vector product. The maximum likelihood function for spectral estimation is given.<>
Keywords :
maximum likelihood estimation; spectral analysis; high resolution estimates; matrix problem; multiple source environment; spectral estimation; two source maximum likelihood function; vector product; Cities and towns; Covariance matrix; Design methodology; Equations; Frequency; Maximum likelihood estimation; Yield estimation;
Journal_Title :
Signal Processing Letters, IEEE