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Maximum Likelihood Parameter Estimator for a Nonuniformly-Sampled Real Sinusoid
Hing Cheung SO
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Publication Date: 2010/10/01
Online ISSN: 1745-1337
Print ISSN: 0916-8508
Type of Manuscript: LETTER
Category: Digital Signal Processing
maximum likelihood estimation, nonuniform sampling, frequency estimation,
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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.