Title :
Consistent estimation of signal parameters in non-stationary noise
Author :
Friedmann, J. ; Fishler, E. ; Messer, H.
Author_Institution :
Dept. of Electr. Eng.-Syst., Tel Aviv Univ., Israel
Abstract :
This paper addresses the problem of estimating the parameters of a deterministic signal in non-stationary, white, Gaussian noise. It is proposed to model the time-varying white Gaussian noise with an unknown deterministic variance sequence that changes every sample. While making relatively few assumptions on the non-stationarity of the noise, this type of modeling gives rise to different difficulties. We identify the resulting difficulties and discuss possible solutions
Keywords :
AWGN; parameter estimation; signal sampling; time-varying systems; deterministic variance sequence; non-stationary noise; signal parameter estimation; signal sample; time-varying noise; white Gaussian noise; Additive noise; Gaussian noise; H infinity control; Maximum likelihood estimation; Mean square error methods; Parameter estimation; Structural engineering; Underwater acoustics; Underwater communication; White noise;
Conference_Titel :
Statistical Signal and Array Processing, 2000. Proceedings of the Tenth IEEE Workshop on
Conference_Location :
Pocono Manor, PA
Print_ISBN :
0-7803-5988-7
DOI :
10.1109/SSAP.2000.870116
