• DocumentCode
    431944
  • Title

    Strong consistency of the over- and under-determined LSE of 2-D exponentials in white noise

  • Author

    Francos, Joseph M. ; Kliger, Mark

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Ben-Gurion Univ., Beer Sheva, Israel
  • Volume
    4
  • fYear
    2005
  • fDate
    18-23 March 2005
  • Abstract
    We consider the problem of least squares estimation of the parameters of 2D exponential signals observed in the presence of an additive noise field, when the assumed number of exponentials is incorrect. We consider both the case where the number of exponential signals is under-estimated, and the case where the number of exponential signals is over-estimated. In the case where the number of exponential signals is under-estimated we prove the almost sure convergence of the least squares estimates to the parameters of the dominant exponentials. In the case where the number of exponential signals is over-estimated, the estimated parameter vector obtained by the least squares estimator contains a sub-vector that converges almost surely to the correct parameters of the exponentials.
  • Keywords
    convergence of numerical methods; least squares approximations; parameter estimation; signal processing; vectors; white noise; 2D exponential signals; additive noise field; convergence; least squares estimation; over-determined LSE; parameter estimation; strong consistency; sub-vector; under-determined LSE; white noise; Additive noise; Algorithm design and analysis; Convergence; Error analysis; Gaussian noise; Least squares approximation; Maximum likelihood estimation; Parameter estimation; Performance analysis; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, 2005. Proceedings. (ICASSP '05). IEEE International Conference on
  • ISSN
    1520-6149
  • Print_ISBN
    0-7803-8874-7
  • Type

    conf

  • DOI
    10.1109/ICASSP.2005.1416097
  • Filename
    1416097