带噪声的叠加指数信号的EVLP估计的渐近性质

ASYMPTOTIC PROPERTIES OF THE EVLP ESTIMATION FOR SUPERIMPOSED EXPONENTIAL SIGNALS IN NOISE

  • 摘要: 本文研究了如下的带噪声中的指数信号模型Y_j(t)=\sum_i=1^n a_i s \lambda_i+o_g(t), \quad t=0,1, \cdots, n-1, j=1, N其中λ1,λ2,…,λq是未知的模为1的复参数,λq+1,…,λp是未知的模小于1的复参数。并假设λ1,λ2,…,λq不相同,p已知,q未知,akyk=1,p,j=1,N)为未知的复参数。ejt)(t=0,n-1,j=1,N)为独立同分布的复随机噪声变量,且有其中σ2未知, 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 本文给出了 1.q的强相合估计、 2.λ1,λ2,…,λq2及|akj|(kq)的强相合估计; 3.上述某些估计的极限分布; 4.λkakjk>q)不存在相合估计的证明; 5.N→∞情形的讨论。

     

    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 whereλ1,…,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. ejt),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 σ2 is unknown. This paper gives: 1. A strong consistent estimate of q; 2. Strong consistent estimates of λ1,…,λq, σ2 and|aky|,kq; 3. Limiting distributions for some of these estimates; 4. A proof of non-existence of consistent estimates for λk and aky kq. 5. Adiscussion of the case that N→∞

     

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