Title :
M-estimation in exponential signal models
Author :
Wu, Yuehua ; Tam, Kwok-Wai
Author_Institution :
Dept. of Math. & Stat., York Univ., Toronto, Ont., Canada
fDate :
2/1/2001 12:00:00 AM
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;
Journal_Title :
Signal Processing, IEEE Transactions on
