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Maximum likelihood estimation of signal power in sensor array in the presence of unknown noise field

✍ Scribed by Gershman, A.B.; Matveyev, A.L.; Bohme, J.F.

Book ID
114456289
Publisher
The Institution of Electrical Engineers
Year
1995
Tongue
English
Weight
505 KB
Volume
142
Category
Article
ISSN
1350-2395

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Maximum likelihood estimation of a nonparametric signal in white noise by optimal control
✍ G.N. Milstein; M. Nussbaum πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 115 KB

We study extremal problems related to nonparametric maximum likelihood estimation (MLE) of a signal in white noise. The aim is to reduce these to standard problems of optimal control which can be solved by iterative procedures. This reduction requires a preliminary data smoothing; stability theorems