Title
Estimation of the Frequency of Sinusoids from Noisy Observations
Speaker
Ta-Hsin Li, Department of Mathematical Sciences, IMB, T.J. Watson Research Center
Abstract
Estimation of the frequency of sinusoidal signals is an important problem in many applications such as radar, sonar, and telecommunications. Statistical efficiency and computational simplicity are among the desired properties of estimation methods. The Gaussian maximum likelihood (GML) method has the first property but suffers from some serious computational problems. This talk discusses an alternative method, based on iterative filtering, which overcomes the computational problems and retains the statistical efficiency of the GML method.
Meet the speaker in Room 212 Cockins Hall at 4:30 p.m. Refreshments will be served.
