DocumentCode
3006904
Title
On the rate of convergence of the ML spectral estimate for identification of sinusoids in noise
Author
Sherman, P.J. ; Lou, K.N.
Author_Institution
Sch. of Mech. Eng., Purdue Univ., West Lafayette, IN, USA
fYear
1988
fDate
11-14 Apr 1988
Firstpage
2380
Abstract
The practical aspects of the convergence properties of the family of maximum-likelihood (ML) estimators are investigated in the context of harmonic signal estimation. Specifically, the consequences of having only a finite number of correlation lags and of performing finite-resolution computations are addressed. The results of this investigation include guidelines for assessing the available frequency resolution and for improved estimates of signal power. Finally, an example is presented which demonstrates the advantages of using autoregressive and ML estimates jointly in harmonic signal estimation
Keywords
convergence; parameter estimation; signal processing; spectral analysis; autoregressive estimates; convergence rate; correlation lags; finite-resolution computations; frequency resolution; harmonic signal estimation; identification; maximum likelihood estimators; signal power estimates; sinusoids in noise; spectral analysis; spectral estimate; Additive noise; Convergence; Frequency estimation; Integrated circuit noise; Maximum likelihood estimation; Power harmonic filters; Signal resolution; Signal to noise ratio; White noise; Yield estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1988. ICASSP-88., 1988 International Conference on
Conference_Location
New York, NY
ISSN
1520-6149
Type
conf
DOI
10.1109/ICASSP.1988.197119
Filename
197119
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