Statistical Analysis of Parameter Estimation for 2-D Harmonics in Multiplicative and Additive Noise |
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Authors: | Huiming Peng Jiawen Bian Diwei Yang Zhihui Liu |
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Affiliation: | School of Mathematics and Physics, China University of Geosciences, Wuhan, China |
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Abstract: | This article considers the problem of parameter estimation for two dimensional (2-D) multi-component harmonics in non zero-mean multiplicative and additive noise. The least squares estimators (LSEs) are proposed to estimate the coherent model parameters, and some statistical results of the LSEs are obtained, including strong consistency, strong convergence rate, and asymptotic normality. Furthermore, the LSEs-based estimators are proposed to estimate the noncoherent model parameters, and 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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Keywords: | 2-D Harmonic signals Multiplicative and additive noise Least squares estimator Strong consistency Strong convergence rate Asymptotic normality |
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