### 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 language | English (US) |
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Title of host publication | TENCON '89: Fourth IEEE Region 10 International Conference |

Publisher | Publ by IEEE |

Pages | 342-345 |

Number of pages | 4 |

State | Published - 1989 |

Event | 4th IEEE Region 10th International Conference - TENCON '89 - Bombay, India Duration: Nov 22 1989 → Nov 24 1989 |

### Other

Other | 4th IEEE Region 10th International Conference - TENCON '89 |
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City | Bombay, India |

Period | 11/22/89 → 11/24/89 |

### Fingerprint

### All Science Journal Classification (ASJC) codes

- Engineering(all)

### Cite this

*TENCON '89: Fourth IEEE Region 10 International Conference*(pp. 342-345). Publ by IEEE.

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*TENCON '89: Fourth IEEE Region 10 International Conference.*Publ by IEEE, pp. 342-345, 4th IEEE Region 10th International Conference - TENCON '89, Bombay, India, 11/22/89.

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

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

TY - GEN

T1 - An algorithm for efficient estimation of superimposed exponential signals

AU - Bai, Z. D.

AU - Rao, C. Radhakrishna

AU - Chow, Mosuk

PY - 1989

Y1 - 1989

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.

UR - http://www.scopus.com/inward/record.url?scp=0024775717&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0024775717&partnerID=8YFLogxK

M3 - Conference contribution

SP - 342

EP - 345

BT - TENCON '89: Fourth IEEE Region 10 International Conference

PB - Publ by IEEE

ER -