Maximum likelihood estimation of liner signal parameters for Poisson processes
Maximum likelihood estimation of liner signal parameters for Poisson processes
复制标题
泊松过程线性信号参数的最大似然估计
DOI：
10.1109/29.1613
复制
发表时间：
1988
期刊：
影响因子：
--
通讯作者：
M. Eden
中科院分区：
文献类型：
--
作者：
M. Unser;M. Eden
在独立泊松分布测量的假设下研究了线性信号参数的估计。推导了一个简单的交互式最大似然估计器 (MLE)，并针对快速收敛进行了优化。它被证明在提供无偏和最小方差估计的意义上是统计上最优的。确定了与传统线性最小二乘法 (LLS) 相比，MLE 可显着提高性能的实验条件。 >
The estimation of linear signal parameters is studied under the hypothesis of independently Poisson distributed measurements. A simple interactive maximum-likelihood estimator (MLE) is derived and is optimized for rapid convergence. It is shown to be statistically optimal in the sense of providing unbiased and minimum variance estimates. Experimental conditions are identified where MLE results in significant performance improvement when compared to conventional linear least-squares (LLS). >