Title :
Estimation of Multicomponent Polynomial Phase Signals With Missing Observations
Author :
Duc Son Pham ; Zoubir, Abdelhak M.
Author_Institution :
Curtin Univ. of Technol., Perth
fDate :
4/1/2008 12:00:00 AM
Abstract :
In contrast to the assumption of perfect observations by a number of developed methods for the analysis of nonstationary signals, missing observations do occur in practice which lead to performance degradation. We consider the parameter estimation problem of multicomponent polynomial phase signals (PPS) when there are randomly missing observations. The derivation shows that the Cramer-Rao bound for the missing observations case can be readily obtained from the result of perfect observations. Then, we propose an expectation-maximization-based method to estimate the PPS parameters. Simulation results show that the proposed method approaches the Cramer-Rao bound at moderate to high signal-to-noise ratios whilst standard techniques fail when there is a fair amount of missing observations.
Keywords :
optimisation; parameter estimation; signal processing; Cramer-Rao bound; expectation maximization; multicomponent polynomial phase signals; nonstationary signal analysis; parameter estimation problem; perfect observations; randomly missing observations; CramÉr–Rao bound; missing observations; multicomponent; nonlinear least squares; nonlinear optimization; polymonial phase signals;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2007.909345