DocumentCode :
431944
Title :
Strong consistency of the over- and under-determined LSE of 2-D exponentials in white noise
Author :
Francos, Joseph M. ; Kliger, Mark
Author_Institution :
Dept. of Electr. & Comput. Eng., Ben-Gurion Univ., Beer Sheva, Israel
Volume :
4
fYear :
2005
fDate :
18-23 March 2005
Abstract :
We consider the problem of least squares estimation of the parameters of 2D 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 under-estimated, and the case where the number of exponential signals is over-estimated. In the case where the number of exponential signals is under-estimated we prove the almost sure convergence of the least squares estimates to the parameters of the dominant exponentials. In the case where the number of exponential signals is over-estimated, the estimated parameter vector obtained by the least squares estimator contains a sub-vector that converges almost surely to the correct parameters of the exponentials.
Keywords :
convergence of numerical methods; least squares approximations; parameter estimation; signal processing; vectors; white noise; 2D exponential signals; additive noise field; convergence; least squares estimation; over-determined LSE; parameter estimation; strong consistency; sub-vector; under-determined LSE; white noise; Additive noise; Algorithm design and analysis; Convergence; Error analysis; Gaussian noise; Least squares approximation; Maximum likelihood estimation; Parameter estimation; Performance analysis; White noise;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2005. Proceedings. (ICASSP '05). IEEE International Conference on
ISSN :
1520-6149
Print_ISBN :
0-7803-8874-7
Type :
conf
DOI :
10.1109/ICASSP.2005.1416097
Filename :
1416097
Link To Document :
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