- Tytuł:
- An efficient algorithm for estimating the parameters of superimposed exponential signals in multiplicative and additive noise
- Autorzy:
-
Bian, J.
Peng, H.
Xing, J.
Liu, Z.
Li, H. - Powiązania:
- https://bibliotekanauki.pl/articles/331007.pdf
- Data publikacji:
- 2013
- Wydawca:
- Uniwersytet Zielonogórski. Oficyna Wydawnicza
- Tematy:
-
superimposed exponential signals
modified Newton–Raphson algorithm
multiplicative noise
additive noise
least squares estimator
algorytm Newtona-Raphsona
metoda najmniejszych kwadratów
estymator - Opis:
- This paper considers parameter estimation of superimposed exponential signals in multiplicative and additive noise which are all independent and identically distributed. A modified Newton–Raphson algorithm is used to estimate the frequencies of the considered model, which is further used to estimate other linear parameters. It is proved that the modified Newton–Raphson algorithm is robust and the corresponding estimators of frequencies attain the same convergence rate with Least Squares Estimators (LSEs) under the same noise conditions, but it outperforms LSEs in terms of the mean squared errors. Finally, the effectiveness of the algorithm is verified by some numerical experiments.
- Źródło:
-
International Journal of Applied Mathematics and Computer Science; 2013, 23, 1; 117-129
1641-876X
2083-8492 - Pojawia się w:
- International Journal of Applied Mathematics and Computer Science
- Dostawca treści:
- Biblioteka Nauki
Artykuł