An efficient algorithm for estimating the parameters of superimposed exponential signals in multiplicative and additive noise

DOI10.2478/amcs-2013-0010zbMath1293.93705OpenAlexW2035141932MaRDI QIDQ2877526

Huiming Peng, Jing Xing, Jiawen Bian, Zhihui Liu, Hong-Wei Li

Publication date: 22 August 2014

Published in: International Journal of Applied Mathematics and Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/amcs-2013-0010

zbMATH Keywords

least squares estimatorsmultiplicative and additive noisemodified Newton-Raphson algorithmsuperimposed exponential signals

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Related Items (2)

Estimating the fundamental frequency using modified Newton–Raphson algorithm ⋮ Optimal approximation with exponential sums by a maximum likelihood modification of Prony's method

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