M-estimation in exponential signal models
Yuehua Wu, Kwok‐Wai Tam · IEEE Transactions on Signal Processing · 2001
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 when the sample size is small, and the comparisons between the performances of the M-estimation and the least squares estimation are also presented.