Maximum Likelihood Estimation for exponential signal

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Edoardo Ferrari 2021-3-28

I need to perform the theoretical derivation, and implement the parameter estimation based on MATLAB pro-

gramming for the maximum likelihood estimation method (MLE) for the following signal x(n) of this

form.

x(n) = A1e^jw1n + A2ej^w2n + b(n);

where b(n) are white noise, independent and identically distributed as complex Gaussian with zero-mean and

variance sigma^2.

The signal is generated with pre-set parameters in MATLAB and using the MLE method to estimate

the parameters A1;A2; w1; w2; sigma^2.

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