An efficient algorithm for estimating the parameters of superimposed exponential signals

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

Research output: Contribution to journalArticle

24 Scopus citations

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

All Science Journal Classification (ASJC) codes

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

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