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Multichannel Time-Delay and Signal Model Estimation with Missing Observations

机译:缺少观测值的多通道时延和信号模型估计

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In this paper, we propose a maximum likelihood (ML) estimator in the frequency domain for estimating multichannel time delay and parameters with missing observations. The missing observations are described by a random Bernoulli pattern. In this context, the ML estimator for missing observations is highly sensitive to the initial conditions and complexity of a given problem. In conventional calculations, the complexity of problems will often make it difficult to obtain the optimal results. Thus, we adopted an iterative method using a genetic algorithm (GA) to develop an ML estimator for a model signal, the time delay, and the missing probability in the frequency domain. Several simulation examples were analyzed to evaluate the performance of the proposed method. The simulation results show that the performance is significantly improved if the effect of missing observations on the ML estimator is considered.
机译:在本文中,我们提出了频域中的最大似然(ML)估计器,用于估计缺少观测值的多通道时延和参数。缺少的观察结果由随机的伯努利模式描述。在这种情况下,缺少观测值的ML估计器对初始条件和给定问题的复杂性高度敏感。在常规计算中,问题的复杂性通常会使难以获得最佳结果。因此,我们采用了一种使用遗传算法(GA)的迭代方法来为模型信号,时间延迟和频域中的丢失概率开发ML估计器。分析了几个仿真示例,以评估该方法的性能。仿真结果表明,如果考虑缺少观测值对ML估计量的影响,则性能将得到显着改善。

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