An efficient algorithm for estimating the parameters of superimposed exponential signals

Z. D. Bai, C. R. Rao, Mosuk Chow, D. Kundu

Research output: Contribution to journalArticle

23 Citations (Scopus)

Abstract

An efficient computational algorithm is proposed for estimating the parameters of undamped exponential signals, when the parameters are complex valued. Such data arise in several areas of applications including telecommunications, radio location of objects, seismic signal processing and computer assisted medical diagnostics. It is observed that the proposed estimators are consistent and the dispersion matrix of these estimators is asymptotically the same as that of the least squares estimators. Moreover, the asymptotic variances of the proposed estimators attain the Cramer-Rao lower bounds, when the errors are Gaussian.

Original languageEnglish (US)
Pages (from-to)23-34
Number of pages12
JournalJournal of Statistical Planning and Inference
Volume110
Issue number1-2
StatePublished - Jan 15 2003

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Telecommunication
Signal processing
Efficient Algorithms
Estimator
Cramer-Rao Lower Bound
Least Squares Estimator
Computational Algorithm
Asymptotic Variance
Telecommunications
Signal Processing
Diagnostics
Object
Asymptotic variance
Lower bounds
Least squares estimator

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

Cite this

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An efficient algorithm for estimating the parameters of superimposed exponential signals. / Bai, Z. D.; Rao, C. R.; Chow, Mosuk; Kundu, D.

In: Journal of Statistical Planning and Inference, Vol. 110, No. 1-2, 15.01.2003, p. 23-34.

Research output: Contribution to journalArticle

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