Autor:

Bian, Jiawen ; Peng, Huiming ; Xing, Jing ; Liu, Zhihui ; Li, Hongwei

Współtwórca:

Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.

Tytuł:

An efficient algorithm for estimating the parameters of superimposed exponential signals in multiplicative and additive noise

Tytuł publikacji grupowej:

AMCS, Volume 23 (2013)

Temat i słowa kluczowe:

superimposed exponential signals ; modified Newton?Raphson algorithm ; multiplicative and additive noise ; least squares estimators

Abstract:

This paper considers parameter estimation of superimposed exponential signals in multiplicative and additive noise which are all independent and identically distributed. A modified Newton?Raphson algorithm is used to estimate the frequencies of the considered model, which is further used to estimate other linear parameters. ; It is proved that the modified Newton-Raphson algorithm is robust and the corresponding estimators of frequencies attain the same convergence rate with Least Squares Estimators (LSEs) under the same noise conditions, but it outperforms LSEs in terms of the mean squared errors. Finally, the effectiveness of the algorithm is verified by some numerical experiments.

Wydawca:

Zielona Góra: Uniwersytet Zielonogórski

Data wydania:

2013

Typ zasobu:

artykuł

DOI:

10.2478/amcs-2013-0010

Strony:

117-129

Źródło:

AMCS, volume 23, number 1 (2013) ; kliknij tutaj, żeby przejść

Jezyk:

eng

Prawa do dysponowania publikacją:

Biblioteka Uniwersytetu Zielonogórskiego