### 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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Pages | 342-345 |

Number of pages | 4 |

State | Published - Dec 1 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

*An algorithm for efficient estimation of superimposed exponential signals*. 342-345. Paper presented at 4th IEEE Region 10th International Conference - TENCON '89, Bombay, India, .

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

Research output: Contribution to conference › Paper

TY - CONF

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

Y1 - 1989/12/1

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 - Paper

AN - SCOPUS:0024775717

SP - 342

EP - 345

ER -