Parametric estimation of hidden signals by likelihood maximization

Joaquín Míguez; Mónica F. Bugallo

doi:10.1109/ICDSP.2002.1027856

Parametric estimation of hidden signals by likelihood maximization

Joaquín Míguez
, Mónica F. Bugallo

University of A Coruna

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

1 Scopus citations

Abstract

Many important problems in signal processing can be reduced to the estimation of a hidden (unobserved) signal from a series of arbitrarily distorted observations by means of a digital filter. In this paper, we analyze a novel criterion that relies on the ability to statistically characterize the desired signal to be obtained after filtering. Using this statistical reference, the filter coefficients can be optimized by maximizing the likelihood of the output signal under the desired probability distribution. We assess the asymptotic properties of this method and establish necessary and sufficient conditions for convergence that apply to a broad class of systems.

Original language	English
Title of host publication	2002 14th International Conference on Digital Signal Processing Proceedings, DSP 2002
Editors	A.N. Skodras, A.G. Constantinides
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	143-146
Number of pages	4
ISBN (Electronic)	0780375033
DOIs	https://doi.org/10.1109/ICDSP.2002.1027856
State	Published - 2002
Event	14th International Conference on Digital Signal Processing, DSP 2002 - Santorini, Hellas, Greece Duration: Jul 1 2002 → Jul 3 2002

Publication series

Name	International Conference on Digital Signal Processing, DSP
Volume	1
ISSN (Print)	1546-1874
ISSN (Electronic)	2165-3577

Conference

Conference	14th International Conference on Digital Signal Processing, DSP 2002
Country/Territory	Greece
City	Santorini, Hellas
Period	07/1/02 → 07/3/02

Access to Document

10.1109/ICDSP.2002.1027856

Cite this

Míguez, J., & Bugallo, M. F. (2002). Parametric estimation of hidden signals by likelihood maximization. In A. N. Skodras, & A. G. Constantinides (Eds.), 2002 14th International Conference on Digital Signal Processing Proceedings, DSP 2002 (pp. 143-146). Article 1027856 (International Conference on Digital Signal Processing, DSP; Vol. 1). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICDSP.2002.1027856

Míguez, Joaquín ; Bugallo, Mónica F. / Parametric estimation of hidden signals by likelihood maximization. 2002 14th International Conference on Digital Signal Processing Proceedings, DSP 2002. editor / A.N. Skodras ; A.G. Constantinides. Institute of Electrical and Electronics Engineers Inc., 2002. pp. 143-146 (International Conference on Digital Signal Processing, DSP).

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title = "Parametric estimation of hidden signals by likelihood maximization",

abstract = "Many important problems in signal processing can be reduced to the estimation of a hidden (unobserved) signal from a series of arbitrarily distorted observations by means of a digital filter. In this paper, we analyze a novel criterion that relies on the ability to statistically characterize the desired signal to be obtained after filtering. Using this statistical reference, the filter coefficients can be optimized by maximizing the likelihood of the output signal under the desired probability distribution. We assess the asymptotic properties of this method and establish necessary and sufficient conditions for convergence that apply to a broad class of systems.",

author = "Joaqu{\'i}n M{\'i}guez and Bugallo, \{M{\'o}nica F.\}",

note = "Publisher Copyright: {\textcopyright} 2002 IEEE.; 14th International Conference on Digital Signal Processing, DSP 2002 ; Conference date: 01-07-2002 Through 03-07-2002",

year = "2002",

doi = "10.1109/ICDSP.2002.1027856",

language = "English",

series = "International Conference on Digital Signal Processing, DSP",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

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Míguez, J & Bugallo, MF 2002, Parametric estimation of hidden signals by likelihood maximization. in AN Skodras & AG Constantinides (eds), 2002 14th International Conference on Digital Signal Processing Proceedings, DSP 2002., 1027856, International Conference on Digital Signal Processing, DSP, vol. 1, Institute of Electrical and Electronics Engineers Inc., pp. 143-146, 14th International Conference on Digital Signal Processing, DSP 2002, Santorini, Hellas, Greece, 07/1/02. https://doi.org/10.1109/ICDSP.2002.1027856

Parametric estimation of hidden signals by likelihood maximization. / Míguez, Joaquín; Bugallo, Mónica F.
2002 14th International Conference on Digital Signal Processing Proceedings, DSP 2002. ed. / A.N. Skodras; A.G. Constantinides. Institute of Electrical and Electronics Engineers Inc., 2002. p. 143-146 1027856 (International Conference on Digital Signal Processing, DSP; Vol. 1).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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T1 - Parametric estimation of hidden signals by likelihood maximization

AU - Míguez, Joaquín

AU - Bugallo, Mónica F.

PY - 2002

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N2 - Many important problems in signal processing can be reduced to the estimation of a hidden (unobserved) signal from a series of arbitrarily distorted observations by means of a digital filter. In this paper, we analyze a novel criterion that relies on the ability to statistically characterize the desired signal to be obtained after filtering. Using this statistical reference, the filter coefficients can be optimized by maximizing the likelihood of the output signal under the desired probability distribution. We assess the asymptotic properties of this method and establish necessary and sufficient conditions for convergence that apply to a broad class of systems.

AB - Many important problems in signal processing can be reduced to the estimation of a hidden (unobserved) signal from a series of arbitrarily distorted observations by means of a digital filter. In this paper, we analyze a novel criterion that relies on the ability to statistically characterize the desired signal to be obtained after filtering. Using this statistical reference, the filter coefficients can be optimized by maximizing the likelihood of the output signal under the desired probability distribution. We assess the asymptotic properties of this method and establish necessary and sufficient conditions for convergence that apply to a broad class of systems.

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DO - 10.1109/ICDSP.2002.1027856

M3 - Conference contribution

AN - SCOPUS:13844311768

T3 - International Conference on Digital Signal Processing, DSP

SP - 143

EP - 146

BT - 2002 14th International Conference on Digital Signal Processing Proceedings, DSP 2002

A2 - Skodras, A.N.

A2 - Constantinides, A.G.

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 14th International Conference on Digital Signal Processing, DSP 2002

Y2 - 1 July 2002 through 3 July 2002

ER -

Míguez J, Bugallo MF. Parametric estimation of hidden signals by likelihood maximization. In Skodras AN, Constantinides AG, editors, 2002 14th International Conference on Digital Signal Processing Proceedings, DSP 2002. Institute of Electrical and Electronics Engineers Inc. 2002. p. 143-146. 1027856. (International Conference on Digital Signal Processing, DSP). doi: 10.1109/ICDSP.2002.1027856

Parametric estimation of hidden signals by likelihood maximization

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