Image Processing Reference
In-Depth Information
4.4.2.2.1
CRLB
The Fisher information matrix of the data with respect to the parameter vector
( A ,
ϕ 1 ,
,
ϕ N ) is given by
2
ln
p
∂∂
2
ln
p
∂∂
2
ln
p
c
c
c
...
N
A
2
A
ϕ
A
ϕ
0
0
1
N
σ
2
2
ln
p
2
ln
p
∂∂
2
ln
p
A
2
2
c
c
c
...
0
0
I
=−
∂∂
ϕ
A
ϕ
2
ϕ ϕ
=
(4.67)
E
σ
1
1
1
N
...
...
...
..
A
2
∂∂
2
ln
p
A
∂∂
2
ln
p
2
ln
p
00
c
c
c
...
σ
2
ϕ
ϕ ϕ
ϕ
2
N
N
1
N
and the CRLB for unbiased estimation of ( A ,
ϕ 1 ,
,
ϕ N ) is given by
σ
2
0
0
N
σ
2
0
0
CRLB
=
(4.68)
A
2
σ
2
0
0
A
2
4.4.2.2.2 ML Estimation
The likelihood function for N statistically independent, Gaussian-distributed com-
plex observations
w
c
=
{(
w
,
)}
with underlying noiseless signal amplitude A
rn
,
in
,
and arbitrary phase values
ϕ 1 ,
,
ϕ N is given by
N
N
2
2
=
1
(
w rn A
,
cos
ϕ
)
(
w in A
,
sin
ϕ
)
n
n
LA
(
,,, |
ϕϕ
{(
w
,
w
)})
e
e
.
(4.69)
2
2
2
σ
2
σ
1
N
r n
,
i n
,
2
πσ
2
n
=
1
Taking the logarithm yields
N
1
ln
LN
=−
ln(
2
πσ
2
)
[(
w A
cos
ϕ
)
2
(
w
,,
A sin
ϕ
) ].
2
(4.70)
rn
,
n
i
n
n
2
σ
2
n
=
1
The first derivative of ln L with respect to A and
ϕ n are given by
N
ln
L
1
2
NA
=
[
w
cos
ϕ
+
w
sin
ϕ
]
,
(4.70)
rn
,
n
in
,
n
A
σ
σ
2
n
=
1
ln
L
A w
=−
(
sin
ϕ
w
s
ϕ
).
(4.71)
rn
,
n
in
,
n
ϕ
σ
2
n
 
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