CONSISTENT METHOD OF ESTIMATING SUPERIMPOSED EXPONENTIAL SIGNALS

Authors
Citation
D. Kundu et A. Mitra, CONSISTENT METHOD OF ESTIMATING SUPERIMPOSED EXPONENTIAL SIGNALS, Scandinavian journal of statistics, 22(1), 1995, pp. 73-82
Citations number
24
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
03036898
Volume
22
Issue
1
Year of publication
1995
Pages
73 - 82
Database
ISI
SICI code
0303-6898(1995)22:1<73:CMOESE>2.0.ZU;2-Y
Abstract
A consistent non-iterative method is proposed for estimating the param eters of undamped exponential signals when the parameters are complex valued. Such data arise in several areas of application, including tel ecommunication, seismic signal processing and computer-assisted medica l diagnostics. Among the non-iterative methods, the best known is the modified Forward Backward Linear Prediction method of Tufts and Kumare san, which is not consistent. It is observed that the proposed method is consistent and provides accurate frequency estimates at lower signa l to noise ratio than the currently existing non-iterative techniques.