DocumentCode
886728
Title
Maximum likelihood estimation of liner signal parameters for Poisson processes
Author
Unser, Michael ; Eden, Murray
Author_Institution
Nat. Inst. of Health, Bethesda, MD, USA
Volume
36
Issue
6
fYear
1988
fDate
6/1/1988 12:00:00 AM
Firstpage
942
Lastpage
945
Abstract
The estimation of linear signal parameters is studied under the hypothesis of independently Poisson distributed measurements. A simple interactive maximum-likelihood estimator (MLE) is derived and is optimized for rapid convergence. It is shown to be statistically optimal in the sense of providing unbiased and minimum variance estimates. Experimental conditions are identified where MLE results in significant performance improvement when compared to conventional linear least-squares (LLS)
Keywords
parameter estimation; signal processing; statistical analysis; MLE; Poisson processes; independently Poisson distributed measurements; interactive maximum-likelihood estimator; liner signal parameters; minimum variance estimates; rapid convergence; unbiased estimates; Biomedical measurements; Convergence; Electrons; Instruments; Least squares methods; Maximum likelihood estimation; Parameter estimation; Photonic crystals; Signal processing; Spectroscopy;
fLanguage
English
Journal_Title
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
0096-3518
Type
jour
DOI
10.1109/29.1613
Filename
1613
Link To Document