Title :
On the estimation of an initial phase over extremely short record length of a sinewave signal
Author :
Kenefic, Richard J.
Author_Institution :
Magnavox, Ft. Wayne, IN, USA
Abstract :
A phase estimate reported by E.I. Plotkin et al. (see ibid., vol.IM-34, p.624-9, 1985) is shown to be the maximum-likelihood (ML) phase estimate. The probability density function of the estimate is derived and used to show that the ML phase estimate is biased. The root-mean-square phase estimation error is computed and does not agree with the Monte Carlo results of Plotkin et al. The difference is attributed to an inadequate number of Monte Carlo trials.
Keywords :
Monte Carlo methods; parameter estimation; probability; signal detection; Monte Carlo; maximum likelihood phase estimate; parameter estimation; probability density function; root-mean-square phase estimation error; signal detection; sinewave signal; Equations; Maximum likelihood estimation; Monte Carlo methods; Probability density function; Reactive power; Signal to noise ratio;
Journal_Title :
Instrumentation and Measurement, IEEE Transactions on
DOI :
10.1109/TIM.1987.6312798
