Estimation Theory Class (handout 7)
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- Maximum Likelihood Estimation: Part II - MLE for transformed parameters - Invariance property of MLE and its proof - Extension to vector parameter - Examples: ML estimation of power of Gaussian noise in dB - ML estimation of tangent of sinusoidal phase - Joint ML estimation of mean and variance of Gaussian random variables - Equivalency between MLE and Efficient estimator in linear Gaussian model - Joint estimation of amplitude and phase of sinusoidal wave in Gaussian noise - Joint estimation of amplitude, phase and frequency of sinusoidal wave in Gaussian noise
