An algorithm for efficient estimation of superimposed exponential signals

Z. D. Bai, C. Radhakrishna Rao, Mosuk Chow

Research output: Contribution to conferencePaper

9 Citations (Scopus)

Abstract

A computational algorithm is given for obtaining asymptotically efficient estimates of the unknown complex amplitudes and frequencies in a superimposed exponential model for signals. It is shown that the variance covariance matrix of these estimates is asymptotically the same as that for the maximum likelihood estimates, and thus the lower bound can be obtained.

Original languageEnglish (US)
Pages342-345
Number of pages4
StatePublished - Dec 1 1989
Event4th IEEE Region 10th International Conference - TENCON '89 - Bombay, India
Duration: Nov 22 1989Nov 24 1989

Other

Other4th IEEE Region 10th International Conference - TENCON '89
CityBombay, India
Period11/22/8911/24/89

Fingerprint

Covariance matrix
Maximum likelihood

All Science Journal Classification (ASJC) codes

  • Engineering(all)

Cite this

Bai, Z. D., Rao, C. R., & Chow, M. (1989). An algorithm for efficient estimation of superimposed exponential signals. 342-345. Paper presented at 4th IEEE Region 10th International Conference - TENCON '89, Bombay, India, .
Bai, Z. D. ; Rao, C. Radhakrishna ; Chow, Mosuk. / An algorithm for efficient estimation of superimposed exponential signals. Paper presented at 4th IEEE Region 10th International Conference - TENCON '89, Bombay, India, .4 p.
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Bai, ZD, Rao, CR & Chow, M 1989, 'An algorithm for efficient estimation of superimposed exponential signals', Paper presented at 4th IEEE Region 10th International Conference - TENCON '89, Bombay, India, 11/22/89 - 11/24/89 pp. 342-345.

An algorithm for efficient estimation of superimposed exponential signals. / Bai, Z. D.; Rao, C. Radhakrishna; Chow, Mosuk.

1989. 342-345 Paper presented at 4th IEEE Region 10th International Conference - TENCON '89, Bombay, India, .

Research output: Contribution to conferencePaper

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T1 - An algorithm for efficient estimation of superimposed exponential signals

AU - Bai, Z. D.

AU - Rao, C. Radhakrishna

AU - Chow, Mosuk

PY - 1989/12/1

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N2 - A computational algorithm is given for obtaining asymptotically efficient estimates of the unknown complex amplitudes and frequencies in a superimposed exponential model for signals. It is shown that the variance covariance matrix of these estimates is asymptotically the same as that for the maximum likelihood estimates, and thus the lower bound can be obtained.

AB - A computational algorithm is given for obtaining asymptotically efficient estimates of the unknown complex amplitudes and frequencies in a superimposed exponential model for signals. It is shown that the variance covariance matrix of these estimates is asymptotically the same as that for the maximum likelihood estimates, and thus the lower bound can be obtained.

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Bai ZD, Rao CR, Chow M. An algorithm for efficient estimation of superimposed exponential signals. 1989. Paper presented at 4th IEEE Region 10th International Conference - TENCON '89, Bombay, India, .