DocumentCode :
3008430
Title :
Maximum likelihood parameter estimation by simulated annealing
Author :
Sharman, K.C.
Author_Institution :
Dept. of Electron. & Electr. Eng., Strathclyde Univ., Glasgow, UK
fYear :
1988
fDate :
11-14 Apr 1988
Firstpage :
2741
Lastpage :
2744
Abstract :
The author presents a method for finding the maximum-likelihood estimates of a set of signal parameters. The algorithm is based on simulated annealing, which is a form of stochastic optimization that has been found to be a powerful technique for solving multidimensional combinatorial optimization problems. He also presents a simulated annealing solution to a typical parameter estimation problem that arises in sensor array processing, and some experimental results are included which demonstrate the power of annealing compared to existing algorithms. It is pointed out that simulated annealing is quite a general optimization procedure and should find a wide range of applications
Keywords :
optimisation; parameter estimation; signal processing; stochastic processes; maximum-likelihood estimates; multidimensional combinatorial optimization problems; sensor array processing; signal parameters; simulated annealing; stochastic optimization; Analytical models; Array signal processing; Computational modeling; Cost function; Maximum likelihood estimation; Parameter estimation; Potential energy; Signal processing algorithms; Simulated annealing; Temperature;
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.1988.197217
Filename :
197217
Link To Document :
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