MATLAB: How to apply Maximum likelihood estimation technique to characterize the amplitude of noise in a given time series

maximum likelihood estimation

I have got the power spectral density of a time series. Now I want to know the amount of noises present in the time series using MLE. Please help me out..

Best Answer

Im just guessing here, but since the least square fit of your time function (inverse fourier?) is a maximum likelihood estimator of your signal model (assuming gaussian noise), then the sum of residuals should be a measure for the amount of noise?
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