Object
Title: An efficient algorithm for estimating the parameters of superimposed exponential signals in multiplicative and additive noise
Contributor:
Korbicz, Józef - red. ; Uciński, Dariusz - red.
Group publication title:
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
Resource Identifier:
DOI:
Pages:
Source:
AMCS, volume 23, number 1 (2013) ; click here to follow the link
Language:
Rights:
Biblioteka Uniwersytetu Zielonogórskiego
Object collections:
- Repository > Faculties > Faculty of Computer, Electrical and Control Engineering
- Repository > Types of work > Articles
- Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (2013)
Last modified:
Apr 11, 2024
In our library since:
Apr 10, 2024
Number of object content hits:
15
All available object's versions:
https://zbc.uz.zgora.pl/repozytorium/publication/88608
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International Journal of Applied Mathematics and Computer Science (AMCS)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 26 (2016)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 25 (2015)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 24 (2014)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 23 (2013)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 23, number 1 (2013)
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