一种新的最大似然频率估计循环算法

A. Shaw
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引用次数: 3

摘要

提出了一种基于噪声观测数据的窄带源频率估计算法。对于高斯分布的噪声,算法产生极大似然估计,否则得到最小二乘估计。所提出的算法是迭代的,在迭代的每一步优化仅针对单个频率,因此简单的硬件/软件就足以实现。将该算法的性能与理论Cramer-Rao界进行了比较。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A novel cyclic algorithm for maximum likelihood frequency estimation
An algorithm for estimation of frequencies of narrowband sources from noisy observation data is presented. For Gaussianly distributed noise, the algorithm produces maximum likelihood estimates, otherwise least-squares estimates, are obtained. The proposed algorithm is iterative, and at each step of iteration the optimization is with respect to a single frequency only, and hence simple hardware/software is sufficient for implementation. The performance of the algorithm has been compared with theoretical Cramer-Rao bounds.<>
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