M-estimation in exponential signal models

被引：8
|
作者：
Wu, YH [1 ]
Tam, KW
机构：
[1] York Univ, Dept Math & Stat, N York, ON M3J 1P3, Canada
[2] Portland State Univ, Dept Math, Portland, OR 97207 USA
来源：
IEEE TRANSACTIONS ON SIGNAL PROCESSING | 2001年 / 49卷 / 02期
关键词：
consistency; exponential signal model; least squares; M-estimation; Monte Carlo simulation; robust estimation;
D O I：
10.1109/78.902120
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
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.
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页码：373 / 380
页数：8
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