An iterative MMSE procedure for parameter estimation of damped sinusoidal signals

DOI10.1016/0165-1684(96)00035-7MaRDI QIDQ671287zbMATH OpenOpenAlexWikidataFDO

Authors Hsiang-Tsun Li, P. M. Djurić

Publication date 27 February 1997

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1684(96)00035-7

zbMATH Keywords

Parameter estimationAdaptive Gaussian quadratureBayes' theoryDamped sinusoidsMinimum mean square estimation

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(4)

• Iterative parameter estimation algorithms for dual-frequency signal models
• A simple method for estimating the spectrum of exponentially damped sinusoidal signals
• Iterative quadratic maximum likelihood based estimator for a biased sinusoid
• Estimating the parameters of exponentially damped/undamped sinusoids in noise: A non-iterative approach

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