Title :
Optimal estimation of non-stationary phase and amplitude processes
Author_Institution :
Dept. of Eng., Cambridge Univ., UK
Abstract :
In this paper, we address the problem of on-line optimal estimation of signals modelled as the sum of sinusoids with time-varying amplitudes and phases. This is a complex optimal filtering problem. We present some efficient and original simulation-based methods to solve it. The posterior Cramer-Rao lower bound for this state estimation problem is also derived
Keywords :
Monte Carlo methods; amplitude estimation; digital filters; digital simulation; phase estimation; state estimation; time-varying systems; amplitude processes; complex optimal filtering problem; nonstationary phase; on-line optimal estimation; optimal estimation; posterior Cramer-Rao lower bound; simulation-based method; sinusoids; state estimation problem; time-varying amplitudes; Amplitude estimation; Concurrent computing; Filtering; Integrated circuit modeling; Particle filters; Phase estimation; Signal processing; Sonar; State estimation; Yield estimation;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2000. ICASSP '00. Proceedings. 2000 IEEE International Conference on
Conference_Location :
Istanbul
Print_ISBN :
0-7803-6293-4
DOI :
10.1109/ICASSP.2000.859040
