DocumentCode
1436174
Title
M-estimation in exponential signal models
Author
Wu, Yuehua ; Tam, Kwok-Wai
Author_Institution
Dept. of Math. & Stat., York Univ., Toronto, Ont., Canada
Volume
49
Issue
2
fYear
2001
fDate
2/1/2001 12:00:00 AM
Firstpage
373
Lastpage
380
Abstract
In this paper, we propose an M-estimation of the parameters in an undamped exponential signal model. Its asymptotic performance is investigated. Under mild assumptions, the estimation is consistent. The simulation studies of the performance of the M-estimation using Huber´s function are provided when the sample size is small, and the comparisons between the performances of the M-estimation and the least squares estimation are also presented
Keywords
amplitude estimation; exponential distribution; frequency estimation; maximum likelihood estimation; parameter estimation; signal processing; Huber´s function; M-estimation; amplitude estimation; asymptotic performance; exponential signal models; frequency estimation; least squares estimation; parameter estimation; sample size; undamped signal model; Amplitude estimation; Background noise; Eigenvalues and eigenfunctions; Frequency estimation; Helium; Least squares approximation; Mathematics; Noise robustness; Performance analysis; Signal processing;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.902120
Filename
902120
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