An algorithm for the parameter estimation of multiple superimposed exponentials in noise

An algorithm for the parameter estimation of multiple superimposed exponentials in noise
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DOI:
10.1109/icassp.2015.7178613
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发表时间:
2015-04
期刊:
2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
影响因子:
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通讯作者:
Shanglin Ye;E. Aboutanios
Shanglin Ye;E. Aboutanios
中科院分区:
其他
文献类型:
--
作者:
Shanglin Ye;E. Aboutanios

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噪声中多个叠加复指数的参数估计由于其各种实际应用而成为几十年来的热门研究问题。在本文中,我们提出了一种简单而准确的估计器,用于估计叠加指数的复振幅和频率。该新颖方法将有效的频率估计器与泄漏减法相结合,通过逐渐减小估计误差并提高估计精度来迭代连续估计每个分量。仿真结果验证了所提出的算法能够获得非常接近 Cramer-Rao 下界的估计性能。
The parameter estimation of multiple superimposed complex exponentials in noise has been a popular research problem for decades due to its various practical applications. In this paper, we propose a simple yet accurate estimator for estimating the complex amplitudes and frequencies of the superimposed exponentials. Combining an efficient frequency estimator with a leakage subtraction scheme, the novel method iterates to consecutively estimate each component by gradually reducing the estimation error and increasing the estimation accuracy. Simulation results are presented to verify that the proposed algorithm is capable of obtaining estimation performance that is very close to the Cramer-Rao lower bound.