Asymptotic Maximum Likelihood Estimator Performance for Chaotic Signals in Noise

IEEE Transactions on Signal Processing

Volumn 43, Issue 4, 1995, Pages 1009-1012

  Kay, Steven ^a  

^a UNIVERSITY OF RHODE ISLAND   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CHAOS THEORY; DATA STRUCTURES; ERROR ANALYSIS; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; PERFORMANCE; SIGNAL PROCESSING; SIGNAL THEORY; SIGNAL TO NOISE RATIO; WHITE NOISE;

CHAOTIC SIGNALS; CRAMER-RAO LOWER BOUND; MAXIMUM LIKELIHOOD ESTIMATOR;

PARAMETER ESTIMATION;

EID: 0029289460     PISSN: 1053587X     EISSN: 19410476     Source Type: Journal    
DOI: 10.1109/78.378033     Document Type: Article

References (9)

1. S. Kay and V. Nagesha, “Maximum likelihood estimation for self-similar chaotic maps,” submitted to IEEE Trans. Signal Processing.
2. H. Papadopoulos and G. Wornell, “Optimal detection of a class of chaotic signals,” in Proc. 1993 IEEE Int. Conf. Acoust., Speech, Signal Processing, Apr. 1993, pp. III. 117-III.120.
3. S. Kay, Fundamentals of Statistical Signal Processing: Estimation Theory. Englewood Cliffs, NJ: Prentice-Hall, 1993.
4. G. A. F. Seber and C. J. Wild, Nonlinear Regression. New York: Wiley, 1989.
5. C. Wu, “Asymptotic theory of nonlinear least squares estimation,” Ann. Stat., pp. 501-513, 1981.
6. C. Myers, S. Kay, and M. Richard, “Signal separation for nonlinear dynamical systems,” in Proc. 1992 IEEE Int. Conf. Acoust., Speech, Signal Processing, Apr. 1992.
7. H. G. Schuster, Deterministic Chaos. New York: VCH, 1989.
8. R. J. Serfling, Approximation Theorems of Mathematical Statistics. New York: Wiley, 1980.
9. W. A. Fuller, Measurement Error Models. New York: Wiley, 1987.