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- W2378312473 abstract "Robust estimations of the parameters in damped exponential signals are considered when the noise distribution is unknown. Two kinds of robust estimation methods of the parameters have been proposed:Mestimation and Bootstrap M estimation. In order to avoid difficulty of solving nonlinear equation with exponential terms, the linear parameters are separated from the nonlinear parameters based on the Prony method, and all the parameters estimation are translated into linear parameters estimation with no exponential terms. Then their asymptotic performance is investigated. Under mild conditions, strong consistence of the estimations is proved. Finally, simulations of the performance of the estimations using Huber's function are provided when the sample size is small, and comparisons among the performances of the least squares (LS) estimation, Mestimation and the Bootstrap Mestimation are also presented. The results of simulation indicate that algorithms we proposed are better than LS approach." @default.
- W2378312473 created "2016-06-24" @default.
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- W2378312473 date "2003-01-01" @default.
- W2378312473 modified "2023-09-25" @default.
- W2378312473 title "Robust Estimation of the Parameters in Damped Exponential Signal Model" @default.
- W2378312473 hasPublicationYear "2003" @default.
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