An efficient algorithm for estimating the parameters of superimposed exponential signals in multiplicative and additive noise
Jiawen Bian, Huiming Peng, Jing Hong Xing, Zhihui Liu, Hongwei Li · International Journal of Applied Mathematics and Computer Science · 2013
This paper considers parameter estimation of superimposed exponential signals in multiplicative and additive noise which are all independent and identically distributed. A modified Newton-Raphson algorithm is used to estimate the frequencies of the considered model, which is further used to estimate other linear parameters. It is proved that the modified Newton- Raphson algorithm is robust and the corresponding estimators of frequencies attain the same convergence rate with Least Squares Estimators (LSEs) under the same noise conditions, but it outperforms LSEs in terms of the mean squared errors. Finally, the effectiveness of the algorithm is verified by some numerical experiments.