Dw. Tufts et al., FAST MAXIMUM-LIKELIHOOD-ESTIMATION OF SIGNAL PARAMETERS USING THE SHAPE OF THE COMPRESSED LIKELIHOOD FUNCTION, IEEE journal of oceanic engineering, 18(4), 1993, pp. 388-400
In this paper, we propose a computationally efficient Fast Maximum Lik
elihood (FML) estimation scheme, which makes use of the shape of the s
urface of the Compressed Likelihood Function (CLF). This estimation ap
proach is demonstrated by applying it to two different problems. The f
irst problem involves the estimation of time of arrival and Doppler co
mpression of a wide-band Hyperbolic Frequency Modulated (HFM) active s
onar signal. An example of the estimation of parameters of a HFM signa
l buried in reverberation is presented using data from the Acoustic Re
verberation Special Research Program (ARSRP). The second problem deals
with the estimation of frequencies of sinusoids. Maximum Likelihood (
ML) estimators are of great interest because their superior statistica
l performance. However, ML estimation generally requires a multidimens
ional search which can be computationally intensive. Our efficient FML
estimation scheme uses only multiple one-dimensional searches oriente
d along appropriate ridges on the surface of the CLF. Simulations indi
cate that the performances of the proposed estimators match those of t
he corresponding Maximum Likelihood estimators with very high probabil
ity. Another important contribution of this paper is a threshold analy
sis of the proposed scheme to predict the signal-to-noise ratio (SNR)
at which large estimation errors begin to occur, i.e., the threshold S
NR. The predicted threshold SNR is verified through computer simulatio
ns. Finally, the computational complexity of the proposed scheme is di
scussed.