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
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;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1985.13328
