Estimate-Maximize Algorithms for Multichannel Time Delay and Signal Estimation

Mordechai Segal, Ehud Weinstein, Bruce R. Musicus

Research output: Contribution to journalArticlepeer-review

Abstract

We develop computationally efficient iterative algorithms for the joint maximum likelihood (ML) estimation of the time delays, and spectral parameters of stationary Gaussian signals radiated from a stationary source and observed in the presence of uncorrelated additive noise at two or more spatially distributed receivers. The first set of algorithms is based on the estimate-maximize (EM) approach, while the second set achieves superlinear performance by using a modified EM approach. These algorithms decouple the estimation of all the unknowns, separately estimating the signal, the signal spectral parameters, and each channel's delay, attenuation and noise power. This decoupling considerably simplifies the estimator's structure and computation. Convergence is guaranteed to the set of stationary points of the likelihood function, and each iteration increases the likelihood. We analyze the convergence rates theoretically, and demonstrate the algorithm‘s performance via simulation.

Original languageEnglish
Pages (from-to)1-16
Number of pages16
JournalIEEE Transactions on Signal Processing
Volume39
Issue number1
DOIs
StatePublished - Jan 1991

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