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2013 | 23 | 1 | 117-129
Tytuł artykułu

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

Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
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.
Rocznik
Tom
23
Numer
1
Strony
117-129
Opis fizyczny
Daty
wydano
2013
otrzymano
2011-10-19
poprawiono
2012-05-12
Twórcy
autor
  • School of Mathematics and Physics, China University of Geosciences, Wuhan, 430074, China
autor
  • School of Mathematics and Physics, China University of Geosciences, Wuhan, 430074, China
autor
  • Department of Statistics and Applied Mathematics, Hubei University of Economics, Wuhan, 430205, China
autor
  • School of Mathematics and Physics, China University of Geosciences, Wuhan, 430074, China
autor
  • School of Mathematics and Physics, China University of Geosciences, Wuhan, 430074, China
Bibliografia
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Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
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