DocumentCode :
1147881
Title :
Strong Consistency of the Over- and Underdetermined LSE of 2-D Exponentials in White Noise
Author :
Kliger, Mark ; Francos, Joseph M.
Author_Institution :
Dept. of Electr. & Comput. Eng., Ben-Gurion Univ., Beer-Sheva, Israel
Volume :
51
Issue :
9
fYear :
2005
Firstpage :
3314
Lastpage :
3321
Abstract :
We consider the problem of least squares estimation of the parameters of two–dimensional (2-D) exponential signals observed in the presence of an additive noise field, when the assumed number of exponentials is incorrect. We consider both the case where the number of exponential signals is underestimated, and the case where the number of exponential signals is overestimated. In the case where the number of exponential signals is underestimated, we prove the almost sure convergence of the least squares estimates (LSE) to the parameters of the dominant exponentials. In the case where the number of exponential signals is overestimated, the estimated parameter vector obtained by the least squares estimator contains a subvector that converges almost surely to the correct parameters of the exponentials.
Keywords :
least squares approximations; parameter estimation; signal processing; white noise; additive noise; least squares estimation; model-order selection; parameter estimation; random fields; two-dimensional exponential signal; white noise; Additive noise; Convergence; Error analysis; Gaussian noise; Least squares approximation; Maximum likelihood detection; Maximum likelihood estimation; Parameter estimation; Performance analysis; White noise; 2-D parameter estimation; Least squares estimation; model-order selection; random fields; strong consistency; two–dimensional (2-D) exponentials;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.2005.853311
Filename :
1499063
Link To Document :
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