DocumentCode :
3006904
Title :
On the rate of convergence of the ML spectral estimate for identification of sinusoids in noise
Author :
Sherman, P.J. ; Lou, K.N.
Author_Institution :
Sch. of Mech. Eng., Purdue Univ., West Lafayette, IN, USA
fYear :
1988
fDate :
11-14 Apr 1988
Firstpage :
2380
Abstract :
The practical aspects of the convergence properties of the family of maximum-likelihood (ML) estimators are investigated in the context of harmonic signal estimation. Specifically, the consequences of having only a finite number of correlation lags and of performing finite-resolution computations are addressed. The results of this investigation include guidelines for assessing the available frequency resolution and for improved estimates of signal power. Finally, an example is presented which demonstrates the advantages of using autoregressive and ML estimates jointly in harmonic signal estimation
Keywords :
convergence; parameter estimation; signal processing; spectral analysis; autoregressive estimates; convergence rate; correlation lags; finite-resolution computations; frequency resolution; harmonic signal estimation; identification; maximum likelihood estimators; signal power estimates; sinusoids in noise; spectral analysis; spectral estimate; Additive noise; Convergence; Frequency estimation; Integrated circuit noise; Maximum likelihood estimation; Power harmonic filters; Signal resolution; Signal to noise ratio; White noise; Yield estimation;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1988. ICASSP-88., 1988 International Conference on
Conference_Location :
New York, NY
ISSN :
1520-6149
Type :
conf
DOI :
10.1109/ICASSP.1988.197119
Filename :
197119
Link To Document :
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