• 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