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Maximum likelihood estimation, analysis, and applications of exponential polynomial signals

机译:指数多项式信号的最大似然估计,分析和应用

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We model complex signals by approximating the phase and the logarithm of the time-varying amplitude of the signal as a finite order polynomial. We refer to a signal that has this form as an exponential polynomial signal (EPS). We derive an iterative maximum-likelihood (ML) estimation algorithm to estimate the unknown parameters of the EPS model. The initialization of the ML algorithm can be performed by using the result of a related paper. A statistical analysis of the ML algorithm is performed using 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. The MSE from the perturbation analysis is compared with the MSE from a Monte Carlo simulation and the Cramer-Rao Bound (CRB). The CRB for this model is also derived.
机译:我们通过将信号的时变幅度的相位和对数近似为有限阶多项式来对复杂信号建模。我们将具有这种形式的信号称为指数多项式信号(EPS)。我们推导了一种迭代最大似然(ML)估计算法,以估计EPS模型的未知参数。可以通过使用相关论文的结果来执行ML算法的初始化。使用有关累加噪声方差的估计值的均方误差(MSE)的有限阶泰勒展开来执行ML算法的统计分析。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。将来自摄动分析的MSE与来自蒙特卡洛模拟和Cramer-Rao束缚(CRB)的MSE进行了比较。还推导了此模型的CRB。

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