An efficient algorithm for estimating the parameters of superimposed exponential signals

DOI10.1016/S0378-3758(01)00287-7zbMath1030.62062OpenAlexW2033987028MaRDI QIDQ1869066

Debasis Kundu, C. Radhakrishna Rao, Zhi-Dong Bai, Mo-Suk Chow

Publication date: 9 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(01)00287-7

zbMATH Keywords

Cramer-Rao lower boundMaximum likelihood estimatorsEquivariance linear predictionForward and backward linear predictionSuperimposed exponential signals

Mathematics Subject Classification ID

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Cites Work

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• On asymptotic behavior of least squares estimators and the confidence intervals of the superimposed exponential signals.
• The role of statistics in signal processing -- A brief review and some emerging trends
• Detecting the number of signals for an undamped exponential model using cross-validation approach
• Accurate frequency estimation at low signal-to-noise ratio
• Asymptotic behavior of maximum likelihood estimates of superimposed exponential signals
• A Modified Prony Algorithm for Exponential Function Fitting
• Estimating the Parameters of Undamped Exponential Signals
• On Fitting Exponentials by Nonlinear Least Squares

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