• 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