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
 |
(6.53) |
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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Likelihood Function
