<abstract xmlns="http://www.w3.org/1999/xhtml"><p>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.</p></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.

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

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

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

International Journal of Applied Mathematics and Computer Science

This paper considers parameter estimation of superimposed exponential signals in multiplicative and additive noise which are all independent and identically...

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

Data publikacji: 26 mar 2013

Zakres stron: 117 - 129

DOI: https://doi.org/10.2478/amcs-2013-0010

This content is open access.