一维实余弦信号模型振幅的两步M估计

Two-Step M Estimators for Parameter Amplitudes in One Dimensional Cosine Model

在一维实余弦信号模型中,对振幅采用两步M估计,即从频率的一个相合估计出发对振幅采用M估计.两步法得到的振幅估计是相合的,数据模拟表明该估计和最小二乘估计相比更加稳健.

In one dimensional signal processing model,we present robust estimates for parameter amplitudes via constructing a two-step estimation procedure.For certain pre-specified consistent estimators of frequencies,we plug them into the M estimation equations in step one.Subsequently,we obtain M estimators for parameter amplitudes,which are consistent.Simulation studies show that the two-step estimator performs better than the traditional least squares estimator.