Constrained maximum likelihood estimators for superimposed exponential signals

Abstract

Recently Kundu(1993a) has proposed a non-linear eigenvalue method for finding the maximum likelihood estimators (MLE) of the parameters of undamped exponential signals.It is known to perform better than the previously existing methods like FBLP of Tufts and Kumaresan or Pisarenko's method (Pisarenko;),in the sense of lower mean squared errors.The solution in general depends on the roots of a polynomial equation.It is observed that the coefficients of the polynomial exhibit a certain symmetry.Since it is known (Crowder; 1984) that the MLE with constraints is more efficient than the unconstrained MLE,modified maximum likelihood method.