Title :
Maximum likelihood estimation of 2-D superimposed exponential signals
Author :
Rao, C. Radhakrishna ; Zhao, Lincheng ; Zhou, Bin
Author_Institution :
Dept. of Stat., Pennsylvania State Univ., University Park, PA, USA
fDate :
7/1/1994 12:00:00 AM
Abstract :
The problem of maximum likelihood estimation of the parameters (i.e. frequencies, amplitudes, and noise variance) of 2-D superimposed exponential signals is considered. In this paper, a polynomial rooting approach is proposed to obtain the estimates of the 2-D frequencies. Strong consistency and limiting distribution are established for the estimates of the parameters. Furthermore, the covariance matrix of the limiting distribution attains the Cramer-Rao lower bound
Keywords :
matrix algebra; maximum likelihood estimation; parameter estimation; polynomials; signal processing; 2-D frequencies; 2-D superimposed exponential signals; Cramer-Rao lower bound; amplitudes; covariance matrix; limiting distribution; maximum likelihood estimation; noise variance; parameter estimation; polynomial rooting approach; Covariance matrix; Frequency estimation; Least squares approximation; Maximum likelihood estimation; Noise level; Parameter estimation; Polynomials; Statistical analysis;
Journal_Title :
Signal Processing, IEEE Transactions on
