Maximum likelihood parameter estimation of superimposed chirpsusing Monte Carlo importance sampling |
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Authors: | Saha S. Kay S.M. |
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Affiliation: | Dept. of Electr. & Comput. Eng., Rhode Island Univ., Kingston, RI; |
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Abstract: | We address the problem of parameter estimation of superimposed chirp signals in noise. The approach used here is a computationally modest implementation of a maximum likelihood (ML) technique. The ML technique for estimating the complex amplitudes, chirping rates, and frequencies reduces to a separable optimization problem where the chirping rates and frequencies are determined by maximizing a compressed likelihood function that is a function of only the chirping rates and frequencies. Since the compressed likelihood function is multidimensional, its maximization via a grid search is impractical. We propose a noniterative maximization of the compressed likelihood function using importance sampling. Simulation results are presented for a scenario involving closely spaced parameters for the individual signals |
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