IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v108y2012icp15-27.html
   My bibliography  Save this article

Efficient algorithm for estimating the parameters of a chirp signal

Author

Listed:
  • Lahiri, Ananya
  • Kundu, Debasis
  • Mitra, Amit

Abstract

Chirp signals play an important role in the statistical signal processing. Recently Kundu and Nandi (2008) [8] derived the asymptotic properties of the least squares estimators of the unknown parameters of the chirp signals model in the presence of stationary noise. Unfortunately they did not discuss any estimation procedures. In this article we propose a computationally efficient algorithm for estimating different parameters of a chirp signal in presence of stationary noise. From proper initial guesses, the proposed algorithm produces efficient estimators in a fixed number of iterations. We also suggest how to obtain the proper initial guesses. The proposed estimators are consistent and asymptotically equivalent to least squares estimators of the corresponding parameters. We perform some simulation experiments to see the effectiveness of the proposed method, and it is observed that the proposed estimators perform very well. For illustrative purposes, we have performed the data analysis of a simulated data set. Finally, we propose some generalization in the conclusions.

Suggested Citation

  • Lahiri, Ananya & Kundu, Debasis & Mitra, Amit, 2012. "Efficient algorithm for estimating the parameters of a chirp signal," Journal of Multivariate Analysis, Elsevier, vol. 108(C), pages 15-27.
    • Handle: RePEc:eee:jmvana:v:108:y:2012:i:c:p:15-27
    DOI: 10.1016/j.jmva.2012.01.021
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047259X1200022X
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.jmva.2012.01.021?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Swagata Nandi & Debasis Kundu, 2004. "Asymptotic properties of the least squares estimators of the parameters of the chirp signals," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 56(3), pages 529-544, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Debasis Kundu & Swagata Nandi, 2021. "On Chirp and Some Related Signals Analysis: A Brief Review and Some New Results," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 844-890, August.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Debasis Kundu & Swagata Nandi, 2021. "On Chirp and Some Related Signals Analysis: A Brief Review and Some New Results," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 844-890, August.
    2. Lahiri, Ananya & Kundu, Debasis & Mitra, Amit, 2015. "Estimating the parameters of multiple chirp signals," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 189-206.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:108:y:2012:i:c:p:15-27. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.