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|Title:||An efficient algorithm for estimating the parameters of superimposed exponential signals||Authors:||Bai, Z.D.
|Keywords:||Cramer-Rao lower bound
Equivariance linear prediction
Forward and backward linear prediction
Maximum likelihood estimators
Superimposed exponential signals
|Issue Date:||15-Jan-2003||Citation:||Bai, Z.D.,Rao, C.R.,Chow, M.,Kundu, D. (2003-01-15). An efficient algorithm for estimating the parameters of superimposed exponential signals. Journal of Statistical Planning and Inference 110 (1-2) : 23-34. ScholarBank@NUS Repository.||Abstract:||An efficient computational algorithm is proposed for estimating the parameters of undamped exponential signals, when the parameters are complex valued. Such data arise in several areas of applications including telecommunications, radio location of objects, seismic signal processing and computer assisted medical diagnostics. It is observed that the proposed estimators are consistent and the dispersion matrix of these estimators is asymptotically the same as that of the least squares estimators. Moreover, the asymptotic variances of the proposed estimators attain the Cramer-Rao lower bounds, when the errors are Gaussian. © 2001 Elsevier Science B.V.||Source Title:||Journal of Statistical Planning and Inference||URI:||http://scholarbank.nus.edu.sg/handle/10635/104993||ISSN:||03783758|
|Appears in Collections:||Staff Publications|
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