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
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;
Conference_Titel :
TENCON '89. Fourth IEEE Region 10 International Conference
Conference_Location :
Bombay
DOI :
10.1109/TENCON.1989.176870
