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

• Autorzy: Bian J. , Peng H. , Xing J. , Liu Z. , Li H.
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

superimposed exponential signals; modified Newton–Raphson algorithm; multiplicative noise; additive noise; least squares estimator

PL

algorytm Newtona-Raphsona; metoda najmniejszych kwadratów; estymator

• Wydawca: Oficyna Wydawnicza Uniwersytetu Zielonogórskiego
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2013
• Tom: Vol. 23, no. 1
• Strony: 117--129
• Opis fizyczny: Bibliogr. 40 poz., tab., wykr.

Twórcy

autor

Bian J.

• School of Mathematics and Physics, China University of Geosciences, Wuhan, 430074, China

autor

Peng H.

• School of Mathematics and Physics, China University of Geosciences, Wuhan, 430074, China

autor

Xing J.

• Department of Statistics and Applied Mathematics, Hubei University of Economics, Wuhan, 430205, China

autor

Liu Z.

• School of Mathematics and Physics, China University of Geosciences, Wuhan, 430074, China

autor

Li H.

• School of Mathematics and Physics, China University of Geosciences, Wuhan, 430074, China

Bibliografia

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