Student Paper 2.14
Maximum likelihood parameter estimation of multiple chirp signals by a new Markov chain Monte Carlo approach

Yan Lin - Department of Electronic Engineering, Tsinghua University, China, Yingning Peng - Department of Electronic Engineering, Tsinghua University, China, Xiutan Wang - Department of Electronic Engineering, Tsinghua University, China

Tue, 27 April 2004, 3:20 PM - 4:10 PM

Abstract

In this paper, a novel method for estimating the parameters of multiple chirp signals in additive Gaussian white noise is proposed. The method combines a global optimization theorem with a new Markov Chain Monte Carlo algorithm, called the simulated annealing one-variable-at-a-time random walk Metropolis-Hastings algorithm. It is a computationally modest implementation of maximum likelihood estimation and has no error propagation effect. Simulation results show that the proposed method can give good estimates for the unknown parameters, even when the parameters of the individual chirp signals are closely spaced and the Cram?r-Rao lower bound can be attained even at low signal-to-noise ratio.

Bios

Yan Lin received the B.Eng. degree in electronic engineering from Tsinghua University, Beijing, China, in 2001. He is currently working toward the M.Eng. degree in electrical engineering at Tsinghua University, Beijing, China. His research interests include Statistical Signal Processing, Synthetic Aperture Radar Imaging, and Non-Stationary Signal Analysis. Mr. Lin is a student member of IEEE.

Mr. Yingning Peng - Department of Electronic Engineering, Tsinghua University, China

Yingning Peng received the B.S. and M.S. degrees in electical engineering from Tsinghua University, Beijing, China, in 1962 and 1965, respectively.

Since 1965, he has worked at the Department of Electronic Engineering, Tsinghua University. He is currently a professor and the director of High-Speed Signal Processing and Network Research Institute. He has worked with high-speed and real-time signal processing for many years. His recent research interests include spectral estimation, adaptive filter, adpative array signal processing, and parallel signal processing.

Mr. Peng has authored or coauthored more than 160 papers. He is a senior member of IEEE.

Ms. Xiutan Wang - Department of Electronic Engineering, Tsinghua University, China

Xiutan Wang received the B.S. degree in electronic engineering from Tsinghua University, Beijing, China, in 1970. Since then, she has worked at the Department of Electronic Engineering, Tsinghua University. She is currently a professor and the vice-director of High-Speed Realtime Digital Signal Processing Lab. Her recent research interests include radar signal processing, realtime signal processing, and array signal processing. She has authored or coauthored more than 50 papers and issued two patents.