Maximum Likelihood Parameter Estimator for a Nonuniformly-Sampled Real Sinusoid

Weize SUN
Hing Cheung SO

Publication
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences   Vol.E93-A    No.10    pp.1813-1815
Publication Date: 2010/10/01
Online ISSN: 1745-1337
DOI: 10.1587/transfun.E93.A.1813
Print ISSN: 0916-8508
Type of Manuscript: LETTER
Category: Digital Signal Processing
Keyword: 
maximum likelihood estimation,  nonuniform sampling,  frequency estimation,  

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Summary: 
In this Letter, the maximum likelihood (ML) estimator for the parameters of a real sinusoid in additive white Gaussian noise using irregularly-spaced samples is derived. The ML frequency estimate is first determined by a one-dimensional search, from which optimum amplitude and phase estimates are then computed. It is shown that the estimation performance of the ML method can attain Cramér-Rao lower bound when the signal-to-noise ratio is sufficiently large.