EM algorithm applied to non-stationary noisy phase signals

This paper concerns the application of the EM algorithm for the estimation of the parameters of non-stationary noisy phase mono component signals buried in additive noise. Noisy phase signals are appropriate for modeling real world signals such as radar and communications signals. The maximum likelihood estimator for the signal parameters is explicited. The problem is then formulated as a missing data problem which enables a natural use of the Expectation-Maximization algorithm. A robust initialization scheme based on non-parametric time-frequency distributions is presented. Experimental results with both real and simulated data show the efficiency of the procedure.