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

Jiawen BianHuiming PengJing XingZhihui LiuHongwei Li — 2013

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 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...

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