DocumentCode
1898538
Title
Estimation of signal parameters using the maximum likelihood method
Author
Sharman, K.
Author_Institution
Dept. of Electron. & Electr. Eng., Glasgow Univ.
fYear
1994
fDate
34375
Firstpage
42583
Lastpage
42586
Abstract
This paper addresses the finding of the maximum likelihood estimates for the parameters of ARMA signal models. After reviewing the form of the likelihood function for ARMA sequences, the authors describe how a genetic algorithm may be employed to search the likelihood space with the aim of finding the maximum point. The use of parallel processing techniques to speed up the search procedure discussed briefly
Keywords
genetic algorithms; maximum likelihood estimation; parallel processing; parameter estimation; search problems; signal processing; ARMA signal models; genetic algorithm; likelihood function; maximum likelihood estimates; parallel processing techniques; search procedure;
fLanguage
English
Publisher
iet
Conference_Titel
Mathematical Aspects of Digital Signal Processing, IEE Colloquium on
Conference_Location
London
Type
conf
Filename
297470
Link To Document