Bai, Z. D. ; Rao, C. R. ; Chow, M. ; Kundu, D. (2003) An efficient algorithm for estimating the parameters of superimposed exponential signals Journal of Statistical Planning and Inference, 110 (1-2). pp. 23-24. ISSN 0378-3758
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Official URL: http://www.sciencedirect.com/science/article/pii/S...
Related URL: http://dx.doi.org/10.1016/S0378-3758(01)00287-7
Abstract
An efficient computational algorithm is proposed for estimating the parameters of undamped exponential signals, when the parameters are complex valued. Such data arise in several areas of applications including telecommunications, radio location of objects, seismic signal processing and computer assisted medical diagnostics. It is observed that the proposed estimators are consistent and the dispersion matrix of these estimators is asymptotically the same as that of the least squares estimators. Moreover, the asymptotic variances of the proposed estimators attain the Cramer-Rao lower bounds, when the errors are Gaussian.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Cramer-Rao Lower Bound; Equivariance Linear Prediction; Forward and Backward Linear Prediction; Maximum Likelihood Estimators; Superimposed Exponential Signals |
| ID Code: | 53367 |
| Deposited On: | 08 Aug 2011 12:25 |
| Last Modified: | 08 Aug 2011 12:25 |
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