M-estimation in exponential signal models

Authors
Wu, YH Tam, KW
Citation
Yh. Wu et Kw. Tam, M-estimation in exponential signal models, IEEE SIGNAL, 49(2), 2001, pp. 373-380
Citations number
16
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
IEEE TRANSACTIONS ON SIGNAL PROCESSING
ISSN journal
1053587X → ACNP
Volume
49
Issue
2
Year of publication
2001
Pages
373 - 380
Database
ISI
SICI code
1053-587X(200102)49:2<373:MIESM>2.0.ZU;2-L
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 whe n the sample size is small, and the comparisons between the performances of the M-estimation and the least squares estimation are also presented.