Notes on M-estimation in exponential signal models

DOI10.1007/S40304-019-00190-7MaRDI QIDQ2046901zbMATH OpenOpenAlexWikidataFDO

Authors Shu Ding, Kwok-Wai Tam, Yuehua Wu

Publication date 19 August 2021

Published in Communications in Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40304-019-00190-7

zbMATH Keywords

consistencyexponential signal modellimiting distributionM-estimationrecursive algorithm

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Review text

Consider the undamped exponential signal model \[ y_n=\sum_{j=1}^p\alpha_je^{\sqrt{-1}\omega_jn}+w_n\,, \] for \(n=1,\ldots,N\), where the \(y_n\) are observed data, the \(\omega_j\) are unknown frequencies, the \(\alpha_j\) are unknown amplitudes and the \(w_n\) are noise terms. The present paper focuses on maximum likelihood-type estimators of the \(\omega_j\), in particular proving asymptotic normality for such estimators under some mild assumptions. The authors also provide a recursive algorithm for the computation of these estimators which gives consistent estimates under mild conditions, and investigate their results using a numerical study.

Recommendations

• Estimating parameters in the damped exponential model
• scientific article; zbMATH DE number 4213222
• Consistency of the undamped exponential signal model on a restricted parameter space
• A Note on the Consistency of the Undamped Exponential Signals Model
• scientific article; zbMATH DE number 1366706

Cites work

• A note on constrained M-estimation and its recursive analog in multivariate linear regression models
• Asymptotic normality of the recursive M-estimators of the scale parameters
• General M-estimation
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 681265 (Why is no real title available?)
• Limiting behavior of recursive \(M\)-estimators in multivariate linear regression models
• Multivariate recursive M-estimators of location and scatter for dependent sequences
• Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models

Cited in

(7)

• Consistency of M-estimators of nonlinear signal processing models
• Maximum likelihood estimation, analysis, and applications of exponential polynomial signals
• scientific article; zbMATH DE number 5769803 (Why is no real title available?)
• scientific article; zbMATH DE number 1366706 (Why is no real title available?)
• A Note on the Consistency of the Undamped Exponential Signals Model
• Strong consistency of parameter bootstrap estimators in two-dimensional exponential signal models
• Estimating the number of signals of the damped exponential models.

This page was built for publication: Notes on M-estimation in exponential signal models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2046901)