Asymptotic properties of the least squares estimators of the parameters of the chirp signals

被引：27

作者：

Nandi, S

Kundu, D

机构：

[1] Univ Heidelberg, Inst Angew Math, D-69120 Heidelberg, Germany

[2] Indian Inst Technol, Dept Math, Kanpur 208016, Uttar Pradesh, India

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 2004年 / 56卷 / 03期

关键词：

chirp signal; least squares estimators; asymptotic distribution; consistent estimators;

D O I：

10.1007/BF02530540

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Chirp signals are quite common in different areas of science and engineering. In this paper we consider the asymptotic properties of the least squares estimators of the parameters of the chirp signals. We obtain the consistency property of the least squares estimators and also obtain the asymptotic distribution under the assumptions that the errors are independent and identically distributed. We also consider the generalized chirp signals and obtain the asymptotic properties of the least squares estimators of the unknown parameters. Finally we perform some simulations experiments to see how the asymptotic results behave for small sample and the performances are quite satisfactory.

引用

页码：529 / 544

页数：16

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