Abstract:
This paper studies the model of superimposed exponential sigdals in noise: Y_f(t)=\sum_i=1^n a_i s \lambda_i+o_g(t), \quad t=0,1, \cdots, n-1, j=1, N where
λ1,…,
λq are unknown complex parameters with module 1,
λq+1,…,
λp. are unknown complex parameters with module 1,
λq+1,…,
λp are unknown complex parameters with module less than 1,
λ1,…,
λq are assumed distinct,
p assumed known and
q unknown.
aky,
k=1,…
p,
j=1, …,
N are unknown complex parameters.
ej(
t),t=0,l ,…,
n-1,
j=1,…,
N, are i.i.d. complex random noise variables such that E_\sigma_1(0), E\left|\epsilon_\theta_1(0)\right|^2=\sigma^2, 0<\sigma^2<\infty, E\left|\sigma_1(0)\right|^4<\infty and σ
2 is unknown. This paper gives: 1. A strong consistent estimate of
q; 2. Strong consistent estimates of
λ1,…,
λq, σ
2 and|
aky|,
k<
q; 3. Limiting distributions for some of these estimates; 4. A proof of non-existence of consistent estimates for
λk and
aky k>
q. 5. Adiscussion of the case that
N→∞