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

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.