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A Computationally Efficient Iterative Algorithm for Estimating the Parameter of Chirp Signal Model

机译:一种估计Chirp信号模型参数的计算高效迭代算法

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摘要

Theparameter estimation of Chirp signalmodel in additive noises when all the noises are independently and identically distributed (i.i.d.) has been considered. A novel iterative algorithm is proposed to estimate the frequency rate of the considered model by constructing the iterative statistics with one-lag and multilag differential signals. It is observed that the estimator for the iterative algorithm is consistent and works quite well in terms of biases and mean squared errors. Moreover, the convergence rate of the estimator is improved from O_p (N~(-1)) of the initial estimator to O_p (N~(-3/2)) for one-lag differential signal condition and from O_p (N~(-2)) of the initial estimator to O_p (N~(-5/2)) for multilag differential signal condition, respectively, by only three iterations. The range of the lag is discussed and the optimal lag is obtained for the multilag differential signal condition when the lag is of order N. The estimator of frequency rate with optimal lag is very close to Cramer-Rao lower bound (CRLB) as well as the asymptotic variance of least-squares estimator (LSE) at moderate signal-to-noise ratio (SNR). Finally, simulation experiments are performed to verify the effectiveness of the algorithm.
机译:当考虑所有噪声独立且相同地分布时(I.I.D.),当所有噪声都独立地分布时,啁啾信号表模的参数估计。提出了一种新颖的迭代算法来估计通过用单滞和多块差分信号构建迭代统计来估计所考虑模型的频率率。观察到迭代算法的估计器是一致的,并且在偏差和均方的误差方面非常好。此外,估计器的收敛速率从初始估计器的O_P(n〜(-1))提高到O_P(n〜(-3/2)),用于单滞差分信号条件和O_P(n〜( -2))对于多块差分信号条件的初始估计器(n〜(-5/2))仅通过三个迭代。讨论滞后范围,并且当滞后是顺序N的多块差分信号条件获得最佳滞后。频率率的估计器非常靠近Cramer-Rao下限(CRLB)以及至少正方形估计器(LSE)处于中等信噪比(SNR)的渐近方差。最后,进行仿真实验以验证算法的有效性。

著录项

  • 来源
    《Journal of applied mathematics》 |2014年第8期|共14页
  • 作者单位

    School of Mathematics and Physics China University of Geosciences Wuhan 430074 China;

    Institute of Statistics Hubei University of Economics Wuhan 430205 China;

    School of Mathematics and Physics China University of Geosciences Wuhan 430074 China;

    School of Mathematics and Physics China University of Geosciences Wuhan 430074 China;

    School of Mathematics and Physics China University of Geosciences Wuhan 430074 China;

  • 收录信息
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类 应用数学;
  • 关键词

    Computationally; Efficient; Iterative;

    机译:计算地;有效;迭代;

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