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
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;
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2009.2024797