COMPARATIVE ESTIMATION OF THE NAKAGAMI DISTRIBUTION PARAMETERS, CARRIED OUT BY THE MOMENT AND MAXIMUM LIKELIHOOD METHODS
V. M. Artyushenko1, V. I. Volovach2
1Korolyov, Russia
2Volga Region State University of Service, Tol'yatti, Russia
Keywords: плотность распределения вероятностей, протяжённый объект, огибающая отражённого сигнала, метод моментов, метод максимального правдоподобия, оценка параметров распределения, probability distribution density, extended object, echo envelope, moment method, maximum likelihood method, distribution parameter estimation
Abstract
The comparative estimation of the probability distribution density parameters determined using the maximum likelihood and moment methods is carried out according to their accuracy and complexity of estimation algorithms. Expressions determining the Nakagami distribution parameters by the maximum likelihood method are obtained. A method for estimating the Nakagami distribution parameters by the moment method in which the distribution moments are replaced by their estimates is described. It is noted that parameter estimation by the maximum likelihood method has a smaller variance and displacement as compared with estimation by the moment method, especially with a small number of samples. It is shown that, unlike energy parameter estimation, the real laws of Nakagami distribution is approximated using a large volume of statistical data that describe the signal.
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