Efficient and Accurate Frequency Estimation of Multiple Superimposed Exponentials in Noise

The estimation of the frequencies of multiple superimposed exponentials in noise is an important research problem due to its various applications from engineering to chemistry. In this paper, we propose an efficient and accurate algorithm that estimates the frequency of each component iteratively and consecutively by combining an estimator with a leakage subtraction scheme. During the iterative process, the proposed method gradually reduces estimation error and improves the frequency estimation accuracy. We give theoretical analysis where we derive the theoretical bias and variance of the frequency estimates and discuss the convergence behaviour of the estimator. We show that the algorithm converges to the asymptotic fixed point where the estimation is asymptotically unbiased and the variance is just slightly above the Cramer-Rao lower bound. We then verify the theoretical results and estimation performance using extensive simulation. The simulation results show that the proposed algorithm is capable of obtaining more accurate estimates than state-of-art methods with only a few iterations.Comment: 10 pages, 10 figure

Maximum Likelihood Estimation of Exponentials in Unknown Colored Noise for Target Identification in Synthetic Aperture Radar Images

This dissertation develops techniques for estimating exponential signals in unknown colored noise. The Maximum Likelihood (ML) estimators of the exponential parameters are developed. Techniques are developed for one and two dimensional exponentials, for both the deterministic and stochastic ML model. The techniques are applied to Synthetic Aperture Radar (SAR) data whose point scatterers are modeled as damped exponentials. These estimated scatterer locations (exponentials frequencies) are potential features for model-based target recognition. The estimators developed in this dissertation may be applied with any parametrically modeled noise having a zero mean and a consistent estimator of the noise covariance matrix. ML techniques are developed for a single instance of data in colored noise which is modeled in one dimension as (1) stationary noise, (2) autoregressive (AR) noise and (3) autoregressive moving-average (ARMA) noise and in two dimensions as (1) stationary noise, and (2) white noise driving an exponential filter. The classical ML approach is used to solve for parameters which can be decoupled from the estimation problem. The remaining nonlinear optimization to find the exponential frequencies is then solved by extending white noise ML techniques to colored noise. In the case of deterministic ML, the computationally efficient, one and two-dimensional Iterative Quadratic Maximum Likelihood (IQML) methods are extended to colored noise. In the case of stochastic ML, the one and two-dimensional Method of Direction Estimation (MODE) techniques are extended to colored noise. Simulations show that the techniques perform close to the Cramer-Rao bound when the model matches the observed noise

Maximum Likelihood Estimation of Exponentials in Unknown Colored Noise for Target in Identification Synthetic Aperture Radar Images

This dissertation develops techniques for estimating exponential signals in unknown colored noise. The Maximum Likelihood ML estimators of the exponential parameters are developed. Techniques are developed for one and two dimensional exponentials, for both the deterministic and stochastic ML model. The techniques are applied to Synthetic Aperture Radar SAR data whose point scatterers are modeled as damped exponentials. These estimated scatterer locations exponentials frequencies are potential features for model-based target recognition. The estimators developed in this dissertation may be applied with any parametrically modeled noise having a zero mean and a consistent estimator of the noise covariance matrix. ML techniques are developed for a single instance of data in colored noise which is modeled in one dimension as 1 stationary noise, 2 autoregressive AR noise and 3 autoregressive moving-average ARMA noise and in two dimensions as 1 stationary noise, and 2 white noise driving an exponential filter. The classical ML approach is used to solve for parameters which can be decoupled from the estimation problem. The remaining nonlinear optimization to find the exponential frequencies is then solved by extending white noise ML techniques to colored noise. In the case of deterministic ML, the computationally efficient, one and two-dimensional Iterative Quadratic Maximum Likelihood IQML methods are extended to colored noise. In the case of stochastic ML, the one and two-dimensional Method of Direction Estimation MODE techniques are extended to colored noise. Simulations show that the techniques perform close to the Cramer-Rao bound when the model matches the observed noise

Exact and approximate Strang-Fix conditions to reconstruct signals with finite rate of innovation from samples taken with arbitrary kernels

In the last few years, several new methods have been developed for the sampling and exact reconstruction of specific classes of non-bandlimited signals known as signals with finite rate of innovation (FRI). This is achieved by using adequate sampling kernels and reconstruction schemes. An example of valid kernels, which we use throughout the thesis, is given by the family of exponential reproducing functions. These satisfy the generalised Strang-Fix conditions, which ensure that proper linear combinations of the kernel with its shifted versions reproduce polynomials or exponentials exactly. The first contribution of the thesis is to analyse the behaviour of these kernels in the case of noisy measurements in order to provide clear guidelines on how to choose the exponential reproducing kernel that leads to the most stable reconstruction when estimating FRI signals from noisy samples. We then depart from the situation in which we can choose the sampling kernel and develop a new strategy that is universal in that it works with any kernel. We do so by noting that meeting the exact exponential reproduction condition is too stringent a constraint. We thus allow for a controlled error in the reproduction formula in order to use the exponential reproduction idea with arbitrary kernels and develop a universal reconstruction method which is stable and robust to noise. Numerical results validate the various contributions of the thesis and in particular show that the approximate exponential reproduction strategy leads to more stable and accurate reconstruction results than those obtained when using the exact recovery methods.Open Acces