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

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

International Journal of Applied Mathematics and Computer Science (2013)

  • Volume: 23, Issue: 1, page 117-129
  • ISSN: 1641-876X

Abstract

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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.

How to cite

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Jiawen Bian, et al. "An efficient algorithm for estimating the parameters of superimposed exponential signals in multiplicative and additive noise." International Journal of Applied Mathematics and Computer Science 23.1 (2013): 117-129. <http://eudml.org/doc/251313>.

@article{JiawenBian2013,
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.},
author = {Jiawen Bian, Huiming Peng, Jing Xing, Zhihui Liu, Hongwei Li},
journal = {International Journal of Applied Mathematics and Computer Science},
keywords = {superimposed exponential signals; modified Newton-Raphson algorithm; multiplicative and additive noise; least squares estimators},
language = {eng},
number = {1},
pages = {117-129},
title = {An efficient algorithm for estimating the parameters of superimposed exponential signals in multiplicative and additive noise},
url = {http://eudml.org/doc/251313},
volume = {23},
year = {2013},
}

TY - JOUR
AU - Jiawen Bian
AU - Huiming Peng
AU - Jing Xing
AU - Zhihui Liu
AU - Hongwei Li
TI - An efficient algorithm for estimating the parameters of superimposed exponential signals in multiplicative and additive noise
JO - International Journal of Applied Mathematics and Computer Science
PY - 2013
VL - 23
IS - 1
SP - 117
EP - 129
AB - 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.
LA - eng
KW - superimposed exponential signals; modified Newton-Raphson algorithm; multiplicative and additive noise; least squares estimators
UR - http://eudml.org/doc/251313
ER -

References

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