Approximate maximum likelihood frequency estimation

DOI10.1016/0005-1098(94)90233-XMaRDI QIDQ1314751zbMATH OpenOpenAlexFDO

Authors Petre Stoica, Peter Händel, Torsten Söderström

Publication date 24 February 1994

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(94)90233-x

zbMATH Keywords

digital signal processingnoise-corrupted data

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• scientific article; zbMATH DE number 3928227 (Why is no real title available?)
• scientific article; zbMATH DE number 3997615 (Why is no real title available?)
• An asymptotically efficient ARMA estimator based on sample covariances
• Approximate maximum likelihood frequency estimation
• Approximate maximum-likelihood approach to ARMA spectral estimation
• Bounds on the accuracy of Gaussian ARMA parameter estimation methods based on sample covariances
• Covariance sequence approximation for parametric spectrum modeling
• Estimating the number of sinusoids in additive white noise
• Information tradeoffs in using the sample autocorrelation function in ARMA parameter estimation
• MUSIC, maximum likelihood, and Cramer-Rao bound
• Maximum likelihood localization of multiple sources by alternating projection
• On covariance function tests used in system identification
• Optimization with respect to covariance sequence parameters
• Parameter estimation of superimposed signals using the EM algorithm
• Statistical analysis of MUSIC and subspace rotation estimates of sinusoidal frequencies

Cited in

(7)

• Frequency domain generalized empirical likelihood method
• Computationally efficient maximum likelihood estimation of structured covariance matrices
• Joint use of supersolvable frequency estimates
• Approximate maximum likelihood frequency estimation
• Threshold effects in multiharmonic maximum likelihood frequency estimation
• Improved maximum likelihood frequency offset estimation based on likelihood metric design
• Approximate maximum likelihood estimators for array processing in multiplicative noise environments

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