Accurate and simple estimator for lossy wave equation

H. C. So; Md. Tawfiq Amin; Frankie K. W. Chan

doi:10.1109/LSP.2009.2024797

Accurate and simple estimator for lossy wave equation

H. C. So
, Md. Tawfiq Amin
, Frankie K. W. Chan

Department of Electrical Engineering

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

2 Citations (Scopus)

Abstract

In this letter, parameter estimation of a uniformly sampled signal that satisfies the lossy wave equation in Gaussian noise is investigated. By exploiting the linear prediction property of the noise-free signal, a maximum likelihood estimator for the parameters is first developed. Relaxation is then applied to yield a simple and accurate algorithm. It is shown that the estimation performance of the proposed method attains Cramér-Rao lower bound. © 2009 IEEE.

Original language	English
Article number	2024797
Pages (from-to)	790-793
Journal	IEEE Signal Processing Letters
Volume	16
Issue number	9
DOIs	https://doi.org/10.1109/LSP.2009.2024797
Publication status	Published - 2009

Research Keywords

Linear prediction
Maximum likelihood estimator
Parameter estimation
Wave equation

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title = "Accurate and simple estimator for lossy wave equation",

abstract = "In this letter, parameter estimation of a uniformly sampled signal that satisfies the lossy wave equation in Gaussian noise is investigated. By exploiting the linear prediction property of the noise-free signal, a maximum likelihood estimator for the parameters is first developed. Relaxation is then applied to yield a simple and accurate algorithm. It is shown that the estimation performance of the proposed method attains Cram{\'e}r-Rao lower bound. {\textcopyright} 2009 IEEE.",

keywords = "Linear prediction, Maximum likelihood estimator, Parameter estimation, Wave equation",

author = "So, \{H. C.\} and Amin, \{Md. Tawfiq\} and Chan, \{Frankie K. W.\}",

year = "2009",

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pages = "790--793",

journal = "IEEE Signal Processing Letters",

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T1 - Accurate and simple estimator for lossy wave equation

AU - So, H. C.

AU - Amin, Md. Tawfiq

AU - Chan, Frankie K. W.

PY - 2009

Y1 - 2009

N2 - In this letter, parameter estimation of a uniformly sampled signal that satisfies the lossy wave equation in Gaussian noise is investigated. By exploiting the linear prediction property of the noise-free signal, a maximum likelihood estimator for the parameters is first developed. Relaxation is then applied to yield a simple and accurate algorithm. It is shown that the estimation performance of the proposed method attains Cramér-Rao lower bound. © 2009 IEEE.

AB - In this letter, parameter estimation of a uniformly sampled signal that satisfies the lossy wave equation in Gaussian noise is investigated. By exploiting the linear prediction property of the noise-free signal, a maximum likelihood estimator for the parameters is first developed. Relaxation is then applied to yield a simple and accurate algorithm. It is shown that the estimation performance of the proposed method attains Cramér-Rao lower bound. © 2009 IEEE.

KW - Linear prediction

KW - Maximum likelihood estimator

KW - Parameter estimation

KW - Wave equation

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UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-77952411128&origin=recordpage

U2 - 10.1109/LSP.2009.2024797

DO - 10.1109/LSP.2009.2024797

M3 - RGC 21 - Publication in refereed journal

SN - 1070-9908

VL - 16

SP - 790

EP - 793

JO - IEEE Signal Processing Letters

JF - IEEE Signal Processing Letters

IS - 9

M1 - 2024797

ER -

Accurate and simple estimator for lossy wave equation

Abstract

Research Keywords

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