Title :
Estimating the amplitude of a sinusoid from noisy random samples (Corresp.)
Author :
Collmeyer, A. ; Gupta, Swastik
fDate :
7/1/1970 12:00:00 AM
Abstract :
The problem of estimating the amplitude of a sinusoid from noisy random samples is examined. The maximum-likelihood procedure, applied in the strong-signal case, yields a simple (albeit nonlinear) estimate. The mean-squared estimation error is obtained as a function of the sample size as well as the signal-to-noise ratio.
Keywords :
Parameter estimation; maximum-likelihood (ML) estimation; Additive noise; Amplitude estimation; Filters; Frequency; Maximum likelihood estimation; Narrowband; Noise level; Random variables; Sampling methods; Signal to noise ratio;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1970.1054488
