Creator:

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

Contributor:

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

Title:

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

Group publication title:

AMCS, Volume 23 (2013)

Subject and Keywords:

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.

Publisher:

Zielona Góra: Uniwersytet Zielonogórski

Date:

2013

Resource Type:

artykuł

DOI:

10.2478/amcs-2013-0010

Pages:

117-129

Source:

AMCS, volume 23, number 1 (2013) ; click here to follow the link

Language:

eng

License CC BY 4.0:

click here to follow the link

Rights:

Biblioteka Uniwersytetu Zielonogórskiego