Title :
On detection and maximum likelihood estimation of multiple sinusoids in white noise
Author :
Blachuta, Marian J.
Author_Institution :
Inst. of Autom. Control, Silesian Tech. Univ., Gliwice, Poland
Abstract :
The paper presents a new computationally efficient algorithm for estimating the number and the parameters of multiple closely spaced real tones (sinusoids) in noise from a block of T uniformly spaced samples. It consists of a combination of a robust statistics to detect both the number of sinusoids as well as to deliver initial estimates of their frequencies, and of a direct maximum likelihood parameters estimator
Keywords :
computational complexity; maximum likelihood estimation; signal detection; stability; white noise; computationally efficient algorithm; initial estimates; maximum likelihood parameter estimation; multiple closely spaced real tones; multiple sinusoid detection; robust statistics; uniformly spaced samples; white noise; Frequency estimation; Maximum likelihood detection; Maximum likelihood estimation; Noise robustness; Nonlinear equations; Parameter estimation; Statistical distributions; Statistics; Testing; White noise;
Conference_Titel :
American Control Conference, 2000. Proceedings of the 2000
Conference_Location :
Chicago, IL
Print_ISBN :
0-7803-5519-9
DOI :
10.1109/ACC.2000.878981