Statistical analysis of two nonlinear least-squares estimators of sine- wave parameters in the colored-noise case

DOI10.1007/BF01598742zbMath0676.93075OpenAlexW2045666828MaRDI QIDQ1123178

Arye Nehorai, Petre Stoica

Publication date: 1989

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01598742

zbMATH Keywords

large samplesleast-squares estimatorsCramér- Rao boundsine-wave parameters

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Cites Work

• On output-error methods for system identification
• Non-linear time series regression
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