The joint PDF of is obtained from the product of the above bin densities. Interestingly, maximizing over will also maximize the PDF of the input data to the DFT. Let be the length- input to the DFT, then

where are the DFT bins. Therefore, we can replace with :

It is mathematically simpler to maximize (5.7) instead of .

Although (5.7) is a function of , we need to evaluate it for a particular value of the parameters and . In Section 5.2.5, we showed how to compute from the AR parameters.

Baggenstoss 2017-05-19