DocumentCode
1069023
Title
Accurate and Simple Estimator for Lossy Wave Equation
Author
So, H.C. ; Amin, Md Tawfiq ; Chan, Frankie K W
Author_Institution
Dept. of Electron. Eng., City Univ. of Hong Kong, Hong Kong, China
Volume
16
Issue
9
fYear
2009
Firstpage
790
Lastpage
793
Abstract
In this letter, parameter estimation of a uniformly sampled signal that satisfies the lossy wave equation in Gaussian noise is investigated. By exploiting the linear prediction property of the noise-free signal, a maximum likelihood estimator for the parameters is first developed. Relaxation is then applied to yield a simple and accurate algorithm. It is shown that the estimation performance of the proposed method attains Cramer-Rao lower bound.
Keywords
Gaussian noise; maximum likelihood estimation; signal processing; wave equations; Gaussian noise; linear prediction; lossy wave equation; maximum likelihood estimator; noise-free signal; parameter estimation; Linear prediction; maximum likelihood estimator; parameter estimation; wave equation;
fLanguage
English
Journal_Title
Signal Processing Letters, IEEE
Publisher
ieee
ISSN
1070-9908
Type
jour
DOI
10.1109/LSP.2009.2024797
Filename
5071257
Link To Document