Mean likelihood frequency estimation

IEEE Transactions on Signal Processing

Volumn 48, Issue 7, 2000, Pages 1937-1946

  Kay, Steven ^a,b   Saha, Supratim ^a,b  

^a IEEE   (United States)

^b University of Rhode Island   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL METHODS; COMPUTER SIMULATION; INTEGRAL EQUATIONS; MAXIMUM LIKELIHOOD ESTIMATION; MONTE CARLO METHODS; OPTIMIZATION; PARAMETER ESTIMATION; REGRESSION ANALYSIS; SAMPLING; SPURIOUS SIGNAL NOISE;

FREQUENCY ESTIMATION; MEAN LIKELIHOOD ESTIMATOR; SONAR SIGNAL ANALYSIS;

SIGNAL PROCESSING;

EID: 0033683356     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.847780     Document Type: Article

References (17)

1. G.A. Barnard, "Statistical inference," J.R. Stat. Soc., vol. Bl l, 1949.
2. J.O. Berger, Statistical Decision Theory and Bayesian Analysis, New York: Springer, 1985.
3. J.M. Bernardo and A.F.M. Smith, Bayesian Theory. New York: Wiley, 1994.
4. W.B. Bishop and P.M. Djuric, "Model order selection of damped sinusoids in noise by predictive densities," IEEE Trans. Signal Processing, vol. 44, pp. 611-619, Mar. 1996.
5. N. Bleistein and R.A. Handelsman, Asymptotic Expansion of Integrals. New York: Dover, 1986.
6. G.L. Bretthorst, Bayesian Spectrum Analysis and Parameter Estimation. New York: Springer-Verlag, 1988.
7. S.M. Kay, "Comments on frequency estimation by linear prediction," IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-27, pp. 198-199, Apr. 1979.
8. -, Modern Spectral Estimation: Theory and Application. Englewood Cliffs, NJ: Prentice-Hall, 1988.
9. -, Fundamentals of Statistical Signal Processing: Estimation Theory. Englewood Cliffs, NJ: Prentice-Hall, 1993.
10. R. Kumaresan, "Estimating the parameters of exponentially damped or undamped sinusoidal signals in noise," Ph.D. dissertation, Univ. Rhode Island, Kingston, 1982.
11. B.C. Lovell, P.J. Kootsookos, and R.C. Williamson, "The circular nature of discrete-time frequency estimates," in Pro. IEEE Int. Conf. Acoust., Speech, Signal Process., May 1991, pp. 3369-3372. [12] K.V. Mardia, Statistics of Directional Data. New York: Academic, 1972.
12. G.A.F. Seber and C.J. Wild, Nonlinear Regression. New York: Wiley, 1989.
13. [ 14] A.F.M. Smith and A. Gelfand, Bayesian statistics without tears: A sampling-resampling framework. New York: Amer. Stat. Assoc., 1992.
14. L. Stewart, "Bayesian analysis using Monte Carlo integration: A powerful methodology for handling some difficult problems," Amer. Stat., pp. 195-200, 1983.
15. P. Stoica, L. Moses, B. Friedlander, and T. Soderstrom, "Maximum likelihood estimation of parameters of multiple sinusoids from noisy measurements," IEEE Trans. Acoust., Speech Signal Processing, vol. 37, pp. 378-392, Mar. 1989.
16. B. Van Veen and K. Buckley, "Beamforming: A versatile approach to spatial filtering," IEEE ASSP Mag., Apr 1988.
17. D.J. Wilde, Globally Optimum Design. Englewood Cliffs, NJ: Prentice-Hall, 1964.