Maximum-Likelihood, Magnitude-Based, Amplitude and Noise Variance Estimation

Abstract

Maximum likelihood (ML) amplitude and noise variance estimation without having to jointly estimate the frequency and the phase and based only on information from the noisy received signal magnitude, is studied for a single sinusoid in complex additive white Gaussian noise. This estimation problem is equivalent to the classic problem of parameter estimation for the Rician distribution. While solving the likelihood equation is impossible in general, we propose a new approach based on a large argument approximation. For the case with known noise variance, a closed-form ML amplitude estimator is obtained, which outperforms the conventional root-mean-square estimator. For the case with unknown noise variance, the closed-form joint amplitude and noise variance estimators obtained do not require prior knowledge of one another.