Maximum likelihood trend estimation in exponential noise

This paper considers the problem of estimating a linear trend in noise, where the noise is modeled as independent and identically distributed (i.i.d.) random process with exponential distribution. The corresponding maximum likelihood parameter estimator of the trend and noise parameters is derived, and its performance is analyzed. It turns out that the resulting maximum likelihood estimator has to solve a linear programming problem with number of constraints equal to the number of received data. A recursive form of the maximum likelihood estimator, which makes it suitable for implementation in real-time systems, is then proposed. The memory requirements of the recursive algorithm are data dependent and are investigated by simulations using both computer-generated and recorded data sets     

Block algorithms for the parametric estimation of signals andsystems

Existing recursive parameter estimation methods use approximated covariance and gradient matrices which are actually computed as functions of the present parameter vector &thetas;ˆ(t) by the matrices computed as functions of all previous parameter estimates &thetas;ˆ(i) for i⩽t. By reducing the approximations considerably, modified versions of the recursive identification algorithms are obtained. Considering the local averages of the covariance and the gradient and clubbing conveniently with the block nature of estimators, efficient block versions of these algorithms are obtained     

Iterative estimation and cancellation of clipping noise for OFDM signals

Clipping is an efficient and simple method to reduce the peak-to-average power ratio (PAPR) of orthogonal frequency division multiplexing (OFDM) signals. However, clipping causes distortion and out-of-band radiation. In this letter, a novel iterative receiver is proposed to estimate and cancel the distortion caused by clipping noise. The proposed method is applied to clipped and filtered OFDM signals. It is shown by simulation that for an IEEE 802.11a typical scenario the system performance can be restored to within 1 dB of the nonclipped case with only moderate complexity increase and with no bandwidth expansion.     

Maximum likelihood estimation of signals in autoregressive noise

Time series modeling as the sum of a deterministic signal and an autoregressive (AR) process is studied. Maximum likelihood estimation of the signal amplitudes and AR parameters is seen to result in a nonlinear estimation problem. However, it is shown that for a given class of signals, the use of a parameter transformation can reduce the problem to a linear least squares one. For unknown signal parameters, in addition to the signal amplitudes, the maximization can be reduced to one over the additional signal parameters. The general class of signals for which such parameter transformations are applicable, thereby reducing estimator complexity drastically, is derived. This class includes sinusoids as well as polynomials and polynomial-times-exponential signals. The ideas are based on the theory of invariant subspaces for linear operators. The results form a powerful modeling tool in signal plus noise problems and therefore find application in a large variety of statistical signal processing problems. The authors briefly discuss some applications such as spectral analysis, broadband/transient detection using line array data, and fundamental frequency estimation for periodic signals     

Robust weighted likelihood estimation of exponential parameters

The problem of estimating the parameter of an exponential distribution when a proportion of the observations are outliers is quite important to reliability applications. The method of weighted likelihood is applied to this problem, and a robust estimator of the exponential parameter is proposed. Interestingly, the proposed estimator is an /spl alpha/-trimmed mean type estimator. The large-sample robustness properties of the new estimator are examined. Further, a Monte Carlo simulation study is conducted showing that the proposed estimator is, under a wide range of contaminated exponential models, more efficient than the usual maximum likelihood estimator in the sense of having a smaller risk, a measure combining bias & variability. An application of the method to a data set on the failure times of throttles is presented.     

The Cramer-Rao bound for pole and amplitude coefficient estimatesof damped exponential signals in noise

A complete Cramer-Rao bound (CRB) derivation is provided for the case in which signals consist of arbitrary exponential terms in noise. Expressions for the CRBs of the parameters of a damped exponential model with one set of poles and multiple sets of amplitude coefficients are derived. CRBs for the poles and amplitude coefficients are derived in terms of rectangular and polar coordinate parameters. For rectangular parameters it is shown that CRBs for the real and imaginary parts of poles and amplitude coefficients are equal and uncorrelated. In polar coordinates, the angle and magnitude CRBs are also uncorrelated. Furthermore, the CRBs of the pole angles and relative magnitudes are equal and are logarithmically symmetric about the unit circle     

Adaptive noise energy estimation in pathological speech signals

For pathological voices, spectral noise is closely related to the degree of perceived hoarseness. In this paper, noise variations are tracked during an utterance by means of an adaptive version of the normalized noise energy method [1]. A first step is devoted to pitch estimation, which allows defining the varying optimal time window length for noise retrieval, avoiding empty "dip" regions. The approach is tested on synthetic data and applied to real data coming from cordectomised adult male patients.     

On the detection of known binary signals in Gaussian noise of exponential covariance

The optimum test statistic for the detection of binary sure signals in stationary Gaussian noise takes a particularly simple form, that of a correlation integral, when the solution, denoted byq(t), of a given integral equation is well behaved(L_{2}). For the case of a rational noise spectrum, a solution of the integral equation can always be obtained if delta functions are admitted. However, it cannot be argued that the test statistic obtained by formally correlating the receiver input with aq(t)which is notL_{2}is optimum. In this paper, a rigorous derivation of the optimum test statistic for the case of exponentially correlated Gaussian noiseR(tau) = sigma^{2} e^{-alpha|tau|}is obtained. It is proved that for the correlation integral solution to yield the optimum test statistic whenq(t)is notL_{2}, it is sufficient that the binary signals have continuous third derivatives. Consideration is then given to the case where a, the bandwidth parameter of the exponentially correlated noise, is described statistically. The test statistic which is optimum in the Neyman-Pearson sense is formulated. Except for the fact that the receiver employsalpha_{infty}(which in general depends on the observed sample function) in place ofalpha, the operations of the optimum detector are unchanged by the uncertainty inalpha. It is then shown that almost all sample functions can be used to yield a perfect estimate ofalpha. Using this estimate ofalpha, a test statistic equivalent to the Neyman-Pearson statistic is obtained.     

Objective estimation of the quality of radical noise suppression algorithms

There are compared six noise suppression algorithms with application of objective factors of the speech signal quality, and also with application of through quality factor of the system of automated speech recognition in form of speech recognition accuracy. It is shown that radical noise suppression algorithms are worse than traditional noise suppression algorithms by both restored speech quality and speech recognition accuracy due to essential signal distortion.     

Linear least-square estimation algorithms involving correlated signal and noise

Recursive algorithms are designed for the computation of the optimal linear filter and all types of predictors and smoothers of a signal vector corrupted by a white noise correlated with the signal. These algorithms are derived under both continuous and discrete time formulation of the problem. The only hypothesis imposed is that the correlation functions involved are factorizable kernels. The main contribution of this work with respect to previous studies lies in allowing correlation between the signal and the observation noise, which is useful in applications to feedback control and feedback communications. Moreover, recursive computational formulas are obtained for the error covariances associated with the above estimates.     

Two new algorithms for tracking arterial parameters innonstationary noise conditions

Two new algorithms with reduced sensitivity to the changing environment are applied to tracking arterial circulation parameters. They are variants of the Least-Squares (LS) algorithm with Variable Forgetting factor (LSVF), and of the Constant Forgetting factor-Covariance Modification (CFCM) LS algorithm, devised to overcome their main practical deficiencies related to noise level sensitivity and the high number of design variables, respectively. To this end, adaptive mechanisms are incorporated to estimate observation noise variance in LSVF and the rate of change for the different parameters in CFCM. Specific computer simulation experiments are presented to compare their effectiveness with the original counterparts and to provide guidelines for their optimal tuning at different noise levels. Moreover, algorithm performance degradation, consequent on changes in the noise level compared to that assumed during the tuning phase, is analyzed. In particular, it is shown that, when the noise level changes with respect to the tuning value, the new LSVF algorithm is much more robust than the original one, whose performance degrades rapidly. The new CFCM algorithm is characterized by a reduced number of design variables with respect to its original counterpart. Nevertheless, it can be preferred only when low noise signals are used for estimation     

Sparse least mean p-power algorithms for channel estimation in the presence of impulsive noise

The least mean p-power (LMP) is one of the most popular adaptive filtering algorithms. With a proper p value, the LMP can outperform the traditional least mean square \((p=2)\), especially under the impulsive noise environments. In sparse channel estimation, the unknown channel may have a sparse impulsive (or frequency) response. In this paper, our goal is to develop new LMP algorithms that can adapt to the underlying sparsity and achieve better performance in impulsive noise environments. Particularly, the correntropy induced metric (CIM) as an excellent approximator of the \(l_0\)-norm can be used as a sparsity penalty term. The proposed sparsity-aware LMP algorithms include the \(l_1\)-norm, reweighted \(l_1\)-norm and CIM penalized LMP algorithms, which are denoted as ZALMP, RZALMP and CIMLMP respectively. The mean and mean square convergence of these algorithms are analysed. Simulation results show that the proposed new algorithms perform well in sparse channel estimation under impulsive noise environments. In particular, the CIMLMP with suitable kernel width will outperform other algorithms significantly due to the superiority of the CIM approximator for the \(l_0\)-norm.     

Highly accurate frequency estimation of brief duration signals in noise

A highly accurate frequency estimation providing suppression of windowing effects, denoising performances and frequency resolutions in excess of Gabor–Heisenberg limit, is proposed for brief duration signals. It is shown that unbiased frequency estimation with vanishing frequency variances is achieved far below Cramer–Rao lower bound when signal-to-noise ratio reaches vicinity of threshold values. Observed performances provide novel and valuable perspectives for efficient and accurate frequency estimation for brief duration signals in noise.     

A new algorithm for the estimation of the frequency of a complex exponential in additive Gaussian noise

The letter presents a new algorithm for the precise estimation of the frequency of a complex exponential signal in additive, complex, white Gaussian noise. The discrete Fourier transform (DFT)-based algorithm performs a frequency interpolation on the results of an N point complex fast Fourier transform. For large N and large signal to noise ratio, the frequency estimation error variance obtained is 0.063 dB above the Cramer-Rao bound. The algorithm has low computational complexity and is well suited for real time digital signal processing applications, including communications, radar and sonar.     

Fast adaptive algorithms for AR parameters estimation using higherorder statistics

Time-varying statistics in linear filtering and linear estimation problems necessitate the use of adaptive or time-varying filters in the solution. With the rapid availability of vast and inexpensive computation power, models which are non-Gaussian even nonstationary are being investigated at increasing intensity. Statistical tools used in such investigations usually involve higher order statistics (HOS). The classical instrumental variable (IV) principle has been widely used to develop adaptive algorithms for the estimation of ARMA processes. Despite, the great number of IV methods developed in the literature, the cumulant-based procedures for pure autoregressive (AR) processes are almost nonexistent, except lattice versions of IV algorithms. This paper deals with the derivation and the properties of fast transversal algorithms. Hence, by establishing a relationship between classical (IV) methods and cumulant-based AR estimation problems, new fast adaptive algorithms, (fast transversal recursive instrumental variable-FTRIV) and (generalized least mean squares-GLMS), are proposed for the estimation of AR processes. The algorithms are seen to have better performance in terms of convergence speed and misadjustment even in low SNR. The extra computational complexity is negligible. The performance of the algorithms, as well as some illustrative tracking comparisons with the existing adaptive ones in the literature, are verified via simulations. The conditions of convergence are investigated for the GLMS     

Gaussian Cramer-Rao bound for direction estimation of noncircular signals in unknown noise fields

This paper focuses on the stochastic Cramer-Rao bound (CRB) on direction of arrival (DOA) estimation accuracy for noncircular Gaussian sources in the general case of an arbitrary unknown Gaussian noise field parameterized by a vector of unknowns. Explicit closed-form expressions of the stochastic CRB for DOA parameters alone are obtained directly from the Slepian-Bangs formula for general noncircular complex Gaussian distributions. As a special case, the CRB under the nonuniform white noise assumption is derived. Our expressions can be viewed as extensions of the well-known results by Stoica and Nehorai, Ottersten et al., Weiss and Friedlander, Pesavento and Gershman, and Gershman et al. Some properties of these CRBs are proved and finally, these bounds are numerically compared with the conventional CRBs under the circular complex Gaussian distribution for different unknown noise field models.     

A note on conditional moments of random signals in Gaussian noise (Corresp.)

This correspondence generalizes some recent results on relations between minimum-variance estimates of random signals in Gaussian noise and likelihood ratios.     

Maximum likelihood estimation of exponential distribution parameters using interval data

This paper addresses the problem of estimating, by the method of maximum likelihood (ML), the location parameter (when present) and scale parameter of the exponential distribution (ED) from interval data. Interval data are defined as two data values that surround an unknown failure observation. Such observations occur naturally, during periodic inspections, for example, when only the time interval during which the failure occurred is known. The appropriate (conditional) log-likelihood functions are derived, as are expressions for the asymptotic variances and covariances of the ML parameter estimates. To illustrate the calculations involved, two numerical examples are discussed.