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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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  • Bian, J., Li, H. and Peng, H. (2009). An efficient and fast algorithm for estimating the frequencies of superimposed exponential signals in zero-mean multiplicative and additive noise, Journal of Statistical Computation and Simulation 74(12): 1407-1423.
  • Bian, J., Li, H. and Peng, H. (2009). An efficient and fast algorithm for estimating the frequencies of superimposed exponential signals in multiplicative and additive noise, Journal of Information and Computational Science 6(4): 1785-1797.
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  • Ghogho, M., Swami, A. and Garel, B. (1999). Performance analysis of cyclic statistics for the estimation of harmonics in multiplicative and additive noise, IEEE Transactions on Signal Processing 47(12): 3235-3249.
  • Ghogho, M., Swami, A. and Nandi, A.K. (1999). Non-linear least squares estimation for harmonics in multiplicative and additive noise, Signal Processing 78(1): 43-60.
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  • Koko, J. (2004). Newton's iteration with a conjugate gradient based decomposition method for an elliptic PDE with a nonlinear boundary condition, International Journal of Applied Mathematics and Computer Science 14(1): 13-18.
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  • Kundu, D., Bai, Z., Nandi, S. and Bai, L. (2011). Super efficient frequency estimation, Journal of Statistical Planning and Inference 141(8): 2576-2588.
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Typ dokumentu

Bibliografia

Identyfikatory

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