7Parameter Estimation
7.1 Maximum Likelihood Estimation (MLE)
ML estimation is based on the maximization of the pdf associated to the observations with respect to the model parameters:
as is graphically shown in Figure 7.1 illustrating (for a simple case) the different pdfs 
obtained by changing the parameters 
, or the likelihood function 
for the observation 
and the corresponding 
that maximizes the likelihood 
as the value of the parameter in the set 
} that makes the specific observation 
maximally likely for the parametric pdf .
Figure 7.1 Illustration of MLE for and .
Starting from ...
Get Statistical Signal Processing in Engineering now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
