Title :
Polynomial estimation of the amplitude of a signal
Author_Institution :
Lab. des Signaux et Syst., CNRS, Gif-sur-Yvette, France
fDate :
5/1/1994 12:00:00 AM
Abstract :
The problem of estimating the amplitude of a signal is addressed using higher-order statistics. The probability distribution of the noise is assumed to be unknown so that the maximum likelihood estimator cannot be calculated. The estimator is taken as a polynomial of the observation, the coefficients of which are determined so that the estimate is unbiased with minimum variance. This method generalizes the linear approach, and the estimate variance is reduced. The ease of linear-quadratic estimation is detailed, and numerical examples are presented
Keywords :
matrix algebra; parameter estimation; polynomials; signal processing; statistics; estimate variance; higher-order statistics; linear approach generalisation; linear-quadratic estimation; minimum variance; noise; numerical examples; polynomial estimation; probability distribution; Amplitude estimation; Gaussian noise; Higher order statistics; Maximum likelihood detection; Maximum likelihood estimation; Nonlinear filters; Nonlinear systems; Polynomials; Probability distribution; Signal processing;
Journal_Title :
Information Theory, IEEE Transactions on
