An algorithm for efficient estimation of superimposed exponential signals

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

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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)
Title of host publicationTENCON '89: Fourth IEEE Region 10 International Conference
PublisherPubl by IEEE
Pages342-345
Number of pages4
StatePublished - 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. In TENCON '89: Fourth IEEE Region 10 International Conference (pp. 342-345). Publ by IEEE.
Bai, Z. D. ; Rao, C. Radhakrishna ; Chow, Mosuk. / An algorithm for efficient estimation of superimposed exponential signals. TENCON '89: Fourth IEEE Region 10 International Conference. Publ by IEEE, 1989. pp. 342-345
@inproceedings{2ad5c5970ea346e18388148d7d2bada1,
title = "An algorithm for efficient estimation of superimposed exponential signals",
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.",
author = "Bai, {Z. D.} and Rao, {C. Radhakrishna} and Mosuk Chow",
year = "1989",
language = "English (US)",
pages = "342--345",
booktitle = "TENCON '89: Fourth IEEE Region 10 International Conference",
publisher = "Publ by IEEE",

}

Bai, ZD, Rao, CR & Chow, M 1989, An algorithm for efficient estimation of superimposed exponential signals. in 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.

TENCON '89: Fourth IEEE Region 10 International Conference. Publ by IEEE, 1989. p. 342-345.

Research output: Chapter in Book/Report/Conference proceedingConference 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 -

Bai ZD, Rao CR, Chow M. An algorithm for efficient estimation of superimposed exponential signals. In TENCON '89: Fourth IEEE Region 10 International Conference. Publ by IEEE. 1989. p. 342-345