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
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