Parameter estimation of non-Gaussian probability density of one-dimensional signals and interferences by iterative method of maximum likelihood

Abstract

In this report, the use of iterative method of maximum likelihood is considered, which common algorithm was circumscribed earlier, for the parameter estimation of the non-Gaussian probability density of one-dimensional signals and interferences. The formulas for determination of means and variances maximizing the logarithms of private likelihood functions are obtained. The simulation is carried out and the numerical results indicating good the capabilities of method are obtained