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Newton algorithms for conditional and unconditional maximum likelihood estimation of the parameters of exponential signals in noise

机译:牛顿算法用于噪声中指数信号参数的有条件和无条件最大似然估计

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The authors present polynomial-based Newton algorithms for maximum likelihood estimation (MLE) of the parameters of multiple exponential signals in noise. This formulation can be used in the estimation, for example, of the directions of arrival of multiple noise-corrupted narrowband plane waves using uniform linear arrays and the frequencies of multiple noise-corrupted complex sine waves. The algorithms offer rapid convergence and exhibit the computation efficiency associated with the polynomial approach. Compact, closed-form expressions are presented for the gradients and Hessians. Various model assumptions concerning the statistics of the underlying signals are considered. Numerical simulations are presented to demonstrate the algorithms' performance.
机译:作者提出了基于多项式的牛顿算法,用于对噪声中多个指数信号的参数进行最大似然估计(MLE)。例如,该公式可用于估计使用均匀线性阵列的多个受噪声破坏的窄带平面波的到达方向以及多个受噪声破坏的复杂正弦波的频率。该算法提供了快速收敛性,并展现了与多项式方法相关的计算效率。给出了用于渐变和Hessian的紧凑,封闭形式的表达式。考虑了有关基础信号统计的各种模型假设。数值仿真表明了算法的性能。

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