Unbiased Estimation of the Phase of a Sinusoid
NAVAL UNDERSEA WARFARE CENTER DIV NEWPORT RI
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Estimation of the phase of a sinusoid is an important problem in signal processing. The usual maximum likelihood estimator is biased and so can produce poor results, especially at low signal-to-noise ratios andor short data records. It is proven that no unbiased estimator exists based on the proof, a means of obtaining estimators with less bias than the maximum likelihood estimator are proposed.
- Statistics and Probability