• DocumentCode
    2835156
  • Title

    An algorithm for efficient estimation of superimposed exponential signals

  • Author

    Bai, Z.D. ; Rao, C. Radhakrishna ; Chow, Mosuk

  • Author_Institution
    Center for Multivariate Anal., Pennsylvania State Univ., University Park, PA, USA
  • fYear
    1989
  • fDate
    22-24 Nov 1989
  • Firstpage
    342
  • Lastpage
    345
  • Abstract
    A computational algorithm is given for obtaining asymptotically efficient estimates of the unknown complex amplitudes and frequencies in a superimposed exponential model for signals. It is shown that the variance covariance matrix of these estimates is asymptotically the same as that for the maximum likelihood estimates, and thus the lower bound can be obtained
  • Keywords
    estimation theory; signal processing; computational algorithm; efficient estimates; frequencies; maximum likelihood estimates; superimposed exponential signals; unknown complex amplitudes; variance covariance matrix; Algorithm design and analysis; Amplitude estimation; Convergence; Covariance matrix; Frequency estimation; Laboratories; Maximum likelihood estimation; Signal analysis; Signal to noise ratio; State estimation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    TENCON '89. Fourth IEEE Region 10 International Conference
  • Conference_Location
    Bombay
  • Type

    conf

  • DOI
    10.1109/TENCON.1989.176870
  • Filename
    176870
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2835156