Maximum likelihood parameter estimation of superimposed signals by dynamic programming

DOI10.1109/78.193219MaRDI QIDQ4036254zbMATH OpenOpenAlexFDO

Authors Sze Fong Yau, Yoram Bresler

Publication date 16 May 1993

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/78.193219

zbMATH Keywords

simulation resultsminimum description length principlenoisy datawhite Gaussian noisecomposite signalsuperimposed signalsCramér-Rao boundcomponent signals

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Applications of mathematical programming (90C90) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Dynamic programming (90C39) Survival analysis and censored data (62N99)

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Cited in

(7)

• Parameter estimation of superimposed signals using the EM algorithm
• Estimating the number of signals of the damped exponential models.
• Parameter Estimation of Sigmoid Superpositions: Dynamical System Approach
• A dynamic programming method for matching rail-track monitoring data
• Bayesian model search for nonstationary periodic time series
• A DFT based alternating projection algorithm for parameter estimation of superimposed complex sinusoids
• Maximum likelihood estimation, analysis, and applications of exponential polynomial signals

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