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Exponential polynomial signals: Estimation, analysis, and applications.

机译:指数多项式信号:估计,分析和应用。

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摘要

In this dissertation we model complex signals by approximating the phase of the signal as a finite-order polynomial in time. Further, we model the logarithm of the time-varying amplitude of the signal as a finite-order polynomial as well. We refer to a signal that has this form as an Exponential Polynomial Signal (EPS). We derive a computationally efficient algorithm to estimate all of the unknown parameters in this model when a noisy version of an EPS is observed. The estimates obtained from this algorithm can be used to initialize an iterative Maximum-Likelihood (ML) estimation algorithm.; The initial sub-optimal estimation algorithm and the iterative ML algorithm are derived and analyzed in this thesis. The statistical analysis is based upon a finite-order Taylor expansion of the Mean-Squared Error (MSE) of the estimate about the variance of the additive noise. This perturbation analysis gives a method of predicting the MSE of the estimate for any choice of the signal parameters. Also several properties are observed to be common in both the sub-optimal estimate and the ML estimate. The MSE from the perturbation analysis is compared with the MSE from a Monte Carlo simulation and the Cramer-Rao Bound (CRB).; A special case of Exponential Polynomial Signals (EPSs) are signals with constant-amplitude and polynomial phase. For this special case, it is shown that the algorithm (or delay) parameters can be chosen off-line to minimize the first-order approximation of the MSE of the estimate. We also show that by modifying the Discrete Polynomial Transform (DPT) algorithm a reduction of the first-order approximation of the MSE can be obtained.; We examine the application of our algorithms to EPS data with a low Signal-to-Noise Ratio (SNR), to data obtained from non-EPS models, and finally, to seismic data obtained in Northern California.
机译:在本文中,我们通过在时间上将信号的相位近似为有限阶多项式来对复杂信号进行建模。此外,我们还将信号随时间变化的幅度的对数建模为有限阶多项式。我们将具有这种形式的信号称为指数多项式信号(EPS)。当观察到嘈杂的EPS时,我们推导了一种计算有效的算法来估计该模型中的所有未知参数。从该算法获得的估计可用于初始化迭代最大似然(ML)估计算法。本文推导并分析了初始次优估计算法和迭代ML算法。统计分析基于有关加性噪声方差的估计值的均方误差(MSE)的有限阶泰勒展开。这种扰动分析提供了一种预测信号参数任何选择的估计的MSE的方法。在次优估计和ML估计中,也观察到一些共同的属性。将来自摄动分析的MSE与来自蒙特卡洛模拟和Cramer-Rao Bound(CRB)的MSE进行比较。指数多项式信号(EPS)的一种特殊情况是具有恒定振幅和多项式相位的信号。对于这种特殊情况,表明可以离线选择算法(或延迟)参数以最小化估计值的MSE的一阶近似。我们还表明,通过修改离散多项式变换(DPT)算法,可以减小MSE的一阶近似值。我们研究了算法在低信噪比(SNR)的EPS数据,从非EPS模型获得的数据以及在北加利福尼亚获得的地震数据中的应用。

著录项

  • 作者

    Golden, Stuart Alan.;

  • 作者单位

    University of California, Davis.;

  • 授予单位 University of California, Davis.;
  • 学科 Engineering Electronics and Electrical.; Statistics.
  • 学位 Ph.D.
  • 年度 1995
  • 页码 143 p.
  • 总页数 143
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类 无线电电子学、电信技术;统计学;
  • 关键词

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