Strong Consistency of Maximum Likelihood Parameter Estimation of Superimposed Exponential Signals in Noise
Zhidong Bai, X. R. Chen, Paruchuri R. Krishnaiah, Yuehua Wu, L.C. Zhao · Theory of Probability and Its Applications · 1992
Abstract : Consider the model of multiple superimposed exponential signals in additive Gaussian noise yj(t) = (sigma i= 1 to p)sij (lambda sub i) to the t power + ej(t), t = 0,1,...,n-1, j = 1,...,N. Keywords include: Consistency, Exponential rate, Maximum likelihood estimate, Signal processing.