Parameter Estimation of Superimposed Signals Using the EM Algorithm

Meir Feder; Ehud Weinstein

doi:10.1109/29.1552

Parameter Estimation of Superimposed Signals Using the EM Algorithm

Meir Feder^*, Ehud Weinstein

^*Corresponding author for this work

School of Electrical Engineering

Research output: Contribution to journal › Article › peer-review

Abstract

We develop a computationally efficient algorithm for pa- rameter estimation of superimposed signals based on the EM algorithm. The idea is to decompose the observed data into their signal components and then to estimate the parameters of each signal component separately. The algorithm iterates back and forth, using the current parameter estimates to decompose the observed data better and thus increase the likelihood of the next parameter estimates. The application of the algorithm to the multipath time delay and to the multiple source location estimation problems is considered.

Original language	English
Pages (from-to)	477-489
Number of pages	13
Journal	IEEE Transactions on Acoustics, Speech, and Signal Processing
Volume	36
Issue number	4
DOIs	https://doi.org/10.1109/29.1552
State	Published - Apr 1988

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title = "Parameter Estimation of Superimposed Signals Using the EM Algorithm",

abstract = "We develop a computationally efficient algorithm for pa- rameter estimation of superimposed signals based on the EM algorithm. The idea is to decompose the observed data into their signal components and then to estimate the parameters of each signal component separately. The algorithm iterates back and forth, using the current parameter estimates to decompose the observed data better and thus increase the likelihood of the next parameter estimates. The application of the algorithm to the multipath time delay and to the multiple source location estimation problems is considered.",

author = "Meir Feder and Ehud Weinstein",

note = "Funding Information: Manuscript received February 20, 1986; revised September 28, 1987. This work was supported in part by the MIT-WHO1 Joint Program, in part by the Advanced Research Projects Agency monitored by ONR under Contract NO00144 1-K-0742 and the National Science Foundation under Grant ECS-8407285 in MIT, and in part by the ONR under Contract N00014-85-K-0272 in WHOI. It is WHO1 Contribution 6584.",

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doi = "10.1109/29.1552",

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AU - Weinstein, Ehud

N1 - Funding Information: Manuscript received February 20, 1986; revised September 28, 1987. This work was supported in part by the MIT-WHO1 Joint Program, in part by the Advanced Research Projects Agency monitored by ONR under Contract NO00144 1-K-0742 and the National Science Foundation under Grant ECS-8407285 in MIT, and in part by the ONR under Contract N00014-85-K-0272 in WHOI. It is WHO1 Contribution 6584.

PY - 1988/4

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N2 - We develop a computationally efficient algorithm for pa- rameter estimation of superimposed signals based on the EM algorithm. The idea is to decompose the observed data into their signal components and then to estimate the parameters of each signal component separately. The algorithm iterates back and forth, using the current parameter estimates to decompose the observed data better and thus increase the likelihood of the next parameter estimates. The application of the algorithm to the multipath time delay and to the multiple source location estimation problems is considered.

AB - We develop a computationally efficient algorithm for pa- rameter estimation of superimposed signals based on the EM algorithm. The idea is to decompose the observed data into their signal components and then to estimate the parameters of each signal component separately. The algorithm iterates back and forth, using the current parameter estimates to decompose the observed data better and thus increase the likelihood of the next parameter estimates. The application of the algorithm to the multipath time delay and to the multiple source location estimation problems is considered.

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Parameter Estimation of Superimposed Signals Using the EM Algorithm

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