Generality of Maximum Likelihood Least Squares

Note that the maximum likelihood estimate coincides with the least squares estimate whenever the signal model is of the form

where is zero-mean Gaussian noise, and is any deterministic model for the mean of . This is an extremely general formulation that can be applied in many situations beyond sinusoids in white noise.

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About the Author: Julius Orion Smith III
Julius Smith's background is in electrical engineering (BS Rice 1975, PhD Stanford 1983). He is presently Professor of Music and Associate Professor (by courtesy) of Electrical Engineering at Stanford's Center for Computer Research in Music and Acoustics (CCRMA), teaching courses and pursuing research related to signal processing applied to music and audio systems. See http://ccrma.stanford.edu/~jos/ for details.