• DocumentCode
    976135
  • Title

    Maximum-likelihood estimation of parameters of exponentially damped sinusoids

  • Author

    Parthasarathy, S. ; Tufts, D.W.

  • Author_Institution
    University of Rhode Island, Kingston, RI, USA
  • Volume
    73
  • Issue
    10
  • fYear
    1985
  • Firstpage
    1528
  • Lastpage
    1530
  • Abstract
    Maximum-likelihood estimates of the parameters of exponentially damped sinusoidal signals in noise can be found by using an iterative procedure based on Newton´s method. The initial estimate is obtained by an improved linear-prediction method. The properties of the Newton estimates obtained from short data records is experimentally studied.
  • Keywords
    Adaptive algorithm; Adaptive filters; Chromium; Convergence; Covariance matrix; Frequency domain analysis; Frequency estimation; Maximum likelihood estimation; Parameter estimation; Poles and zeros;
  • fLanguage
    English
  • Journal_Title
    Proceedings of the IEEE
  • Publisher
    ieee
  • ISSN
    0018-9219
  • Type

    jour

  • DOI
    10.1109/PROC.1985.13328
  • Filename
    1457596
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=976135