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Semidefinite Programming for Approximate Maximum Likelihood Sinusoidal Parameter Estimation
oleh: Kenneth W. K. Lui, H. C. So
| Format: | Article |
|---|---|
| Diterbitkan: | SpringerOpen 2009-01-01 |
Deskripsi
We study the convex optimization approach for parameter estimation of several sinusoidal models, namely, single complex/real tone, multiple complex sinusoids, and single two-dimensional complex tone, in the presence of additive Gaussian noise. The major difficulty for optimally determining the parameters is that the corresponding maximum likelihood (ML) estimators involve finding the global minimum or maximum of multimodal cost functions because the frequencies are nonlinear in the observed signals. By relaxing the nonconvex ML formulations using semidefinite programs, high-fidelity approximate solutions are obtained in a globally optimum fashion. Computer simulations are included to contrast the estimation performance of the proposed semi-definite relaxation methods with the iterative quadratic maximum likelihood technique as well as Cramér-Rao lower bound.