DocumentCode
768327
Title
Asymptotic maximum likelihood estimator performance for chaotic signals in noise
Author
Kay, Steven
Author_Institution
Dept. of Electr. Eng., Rhode Island Univ., Kingston, RI, USA
Volume
43
Issue
4
fYear
1995
fDate
4/1/1995 12:00:00 AM
Firstpage
1009
Lastpage
1012
Abstract
The performance of the maximum likelihood estimator for a 1-D chaotic signal in white Gaussian noise is derived. It is found that the estimator is inconsistent and therefore the usual asymptotic distribution (large data record length) is invalid. However, for high signal-to-noise ratios (SNRs), the maximum likelihood estimator is asymptotically unbiased and attains the Cramer-Rao lower bound.<>
Keywords
Gaussian noise; chaos; maximum likelihood estimation; signal processing; white noise; Cramer-Rao lower bound; asymptotic distribution; asymptotic maximum likelihood estimator performance; chaos; high signal-to-noise ratios; white Gaussian noise;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.378033
Filename
378033
Link To Document