TY - GEN
T1 - Estimation of amplitude and phase of non-stationary signals
AU - Friedlander, Benjamin
AU - Francos, Joseph
PY - 1993/12/1
Y1 - 1993/12/1
N2 - We consider the problem of estimating signals consisting of one or more components of the form a(t)ejθ(t), where the amplitude and phase functions are represented by a linear parametric model. A maximum likelihood algorithm for estimating the phase and amplitude parameters is presented, and the corresponding Cramer-Rao Bound (CRB) is derived. By analyzing the CRB for the single-component case it is shown that the estimation of the amplitude and the phase are decoupled. The performance of the maximum likelihood algorithm is illustrated by Monte-Carlo simulations, and its statistical efficiency is verified.
AB - We consider the problem of estimating signals consisting of one or more components of the form a(t)ejθ(t), where the amplitude and phase functions are represented by a linear parametric model. A maximum likelihood algorithm for estimating the phase and amplitude parameters is presented, and the corresponding Cramer-Rao Bound (CRB) is derived. By analyzing the CRB for the single-component case it is shown that the estimation of the amplitude and the phase are decoupled. The performance of the maximum likelihood algorithm is illustrated by Monte-Carlo simulations, and its statistical efficiency is verified.
UR - http://www.scopus.com/inward/record.url?scp=0027855199&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:0027855199
SN - 0818641207
T3 - Conference Record of the Asilomar Conference on Signals, Systems & Computers
SP - 431
EP - 435
BT - Conference Record of the Asilomar Conference on Signals, Systems & Computers
A2 - Singh, Avtar
PB - Institute of Electrical and Electronics Engineers
T2 - Proceedings of the 27th Asilomar Conference on Signals, Systems & Computers
Y2 - 1 November 1993 through 3 November 1993
ER -