Title :
Bootstrap M-estimation in exponential signal models
Author :
Xian-Bin Wen ; Zheng Tian
Author_Institution :
Dept. of Comput. Sci. & Technol., Northwestern Polytech. Univ., Xi´an, China
Abstract :
A new, computationally feasible and robust estimation, namely the bootstrap M-estimation, of the parameters in undamped exponential signals is presented. The new estimation, based on the bootstrap method, is computed using a forward-backward linear prediction, and is proved to be consistent. The simulation results of the estimation are proposed and are compared with the previous estimation.
Keywords :
deconvolution; mean square error methods; parameter estimation; prediction theory; MSE; bootstrap M-estimation; computationally feasible estimation; exponential signal models; forward-backward linear prediction; mean square errors; parameter estimation; robust estimation; simulation results; undamped exponential signals;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:20020966
