Maximum likelihood parameter estimation of superimposed chirps using Monte Carlo importance sampling
Date of Original Version
We address the problem of parameter estimation of superimposed chirp signals in noise. The approach used here is a computationally modest implementation of a maximum likelihood (ML) technique. The ML technique for estimating the complex amplitudes, chirping rates, and frequencies reduces to a separable optimization problem where the chirping rates and frequencies are determined by maximizing a compressed likelihood function that is a function of only the chirping rates and frequencies. Since the compressed likelihood function is multidimensional, its maximization via a grid search is impractical. We propose a noniterative maximization of the compressed likelihood function using importance sampling. Simulation results are presented for a scenario involving closely spaced parameters for the individual signals.
IEEE Transactions on Signal Processing
Saha, Supratim, and Steven M. Kay. "Maximum likelihood parameter estimation of superimposed chirps using Monte Carlo importance sampling." IEEE Transactions on Signal Processing 50, 2 (2002): 224-230. doi:10.1109/78.978378.