Performance Analysis of Least Squares Estimation for Harmonic Signals in Multiplicative and Additive Noise
نویسندگان
چکیده
In this paper we consider the problem of parameter estimation for the multi-component harmonic signals in multiplicative and additive noise. The least squares estimators (LSEs) are proposed for the estimation of the frequencies and the means of random amplitudes, and some statistical results of the LSEs are obtained, including the strong consistency, the strong convergence rate and the asymptotic normality. Furthermore, a LSEs-based estimator is proposed for the estimation of the total noise variance, the strong consistency and the asymptotic normality are also proved. Finally some numerical experiments are performed to see how the asymptotic results work for finite sample sizes.
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