Parameter estimation of superimposed signals using the EM algorithm

Abstract

A computationally efficient algorithm for parameter estimation of superimposed signals based on the two-step iterative EM (estimate-and-maximize, with an E step and an M step) algorithm is developed. The idea is to decompose the observed data into their signal components and then to estimate the parameters of each signal component separately. The algorithm iterates back and forth, using the current parameter estimates to decompose the observed data better and thus increase the likelihood of the next parameter estimates. The application of the algorithm to the multipath time delay and multiple-source location estimation problems is considered.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>