# 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

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topJiawen 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 -

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