非高斯噪声模型参数的最大似然快速估计

doi:10.3969/j.issn.0255-8297.2013.02.010

Journal of Applied Sciences ›› 2013, Vol. 31 ›› Issue (2): 165-169.doi: 10.3969/j.issn.0255-8297.2013.02.010

• Signal and Information Processing • Previous Articles Next Articles

Fast Maximum Likelihood Estimation of Class A Model

JIANG Yu-zhong, YING Wen-wei, LIU Yue-liang

College of Electronic Engineering, Naval University of Engineering, Wuhan 430033, China

Received:2011-06-27 Revised:2011-10-20 Online:2013-03-25 Published:2011-10-20

Abstract

Abstract: This paper investigates the Class A noise model, and proposes a method to determine parameters of the model based on maximum likelihood estimation. The method uses FFT to reduce computation complexity and enhance performance by calculating two data groups from the original observed data. A method for estimating initial values is also proposed. Simulation results show that the method has good performance with a small number of iterations, and therefore is suitable for practical applications.

Key words: class A noise, non-Gaussian noise, maximum likelihood estimation, fast Fourier transform (FFT)

CLC Number:

TN822

JIANG Yu-zhong, YING Wen-wei, LIU Yue-liang. Fast Maximum Likelihood Estimation of Class A Model[J]. Journal of Applied Sciences, 2013, 31(2): 165-169.

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Fast Maximum Likelihood Estimation of Class A Model

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