An efficient and fast algorithm for estimating the frequencies of superimposed exponential signals in zero-mean multiplicative and additive noise
In this paper, we consider the superimposed exponential signals in zero-mean multiplicative and additive noise when all the noise are independently and identically distributed. We use a three-step iterative procedure to estimate the frequencies of the considered model. It is observed that the estimators are consistent and work quite well in terms of biases and mean square errors. Moreover, the convergence rate of the estimators attains Op(N-3/2), which is the best convergence rate in the case of only additive noise and constant amplitude.
superimposed exponential signals multiplicative and additive noise least squares estimators consistent estimators