Cisoid parameter estimation in the colored noise case: asymptotic Cramer-Rao bound, maximum likelihood, and nonlinear least-squares

IEEE Transactions on Signal Processing - Tập 45 Số 8 - Trang 2048-2059 - 1997
Petre Stoica1, Andreas Jakobsson1, Jian Li2
1Systems and Control Group Department of Technology, University of Uppsala, Uppsala, Sweden
2Department of Electrical Engineering, University of Florida, Gainesville, FL, USA

Tóm tắt

Từ khóa


Tài liệu tham khảo

10.1109/29.21705

10.1109/29.60109

stoica, 1997, Introduction to Spectral Analysis

10.1109/78.295210

grenander, 1956, Statistical Analysis of Stationary Time Series

10.1109/78.414780

10.1109/78.258124

kay, 1988, Modern Spectral Estimation Theory and Application

marple jr, 1987, Digital Spectral Analysis

10.1109/78.485924

chatterjee, 1987, estimation of close sinusoids in colored noise and model discrimination, IEEE Trans on Acoustics Speech and Signal Processing, assp 35, 328, 10.1109/TASSP.1987.1165134

bangs, 1971, Array Processing with Generalized Beamformers

10.1007/BF01598742