IDEAS home Printed from https://ideas.repec.org/a/hin/jnljam/903426.html
   My bibliography  Save this article

A Computationally Efficient Iterative Algorithm for Estimating the Parameter of Chirp Signal Model

Author

Listed:
  • Jiawen Bian
  • Jing Xing
  • Zhihui Liu
  • Lihua Fu
  • Hongwei Li

Abstract

The parameter estimation of Chirp signal model in additive noises when all the noises are independently and identically distributed (i.i.d.) has been considered. A novel iterative algorithm is proposed to estimate the frequency rate of the considered model by constructing the iterative statistics with one-lag and multilag differential signals. It is observed that the estimator for the iterative algorithm is consistent and works quite well in terms of biases and mean squared errors. Moreover, the convergence rate of the estimator is improved from of the initial estimator to for one-lag differential signal condition and from of the initial estimator to for multilag differential signal condition, respectively, by only three iterations. The range of the lag is discussed and the optimal lag is obtained for the multilag differential signal condition when the lag is of order . The estimator of frequency rate with optimal lag is very close to Cramer-Rao lower bound (CRLB) as well as the asymptotic variance of least-squares estimator (LSE) at moderate signal-to-noise ratio (SNR). Finally, simulation experiments are performed to verify the effectiveness of the algorithm.

Suggested Citation

  • Jiawen Bian & Jing Xing & Zhihui Liu & Lihua Fu & Hongwei Li, 2014. "A Computationally Efficient Iterative Algorithm for Estimating the Parameter of Chirp Signal Model," Journal of Applied Mathematics, Hindawi, vol. 2014, pages 1-14, July.
  • Handle: RePEc:hin:jnljam:903426
    DOI: 10.1155/2014/903426
    as

    Download full text from publisher

    File URL: http://downloads.hindawi.com/journals/JAM/2014/903426.pdf
    Download Restriction: no

    File URL: http://downloads.hindawi.com/journals/JAM/2014/903426.xml
    Download Restriction: no

    File URL: https://libkey.io/10.1155/2014/903426?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
    ---><---

    More about this item

    Statistics

    Access and download statistics

    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:hin:jnljam:903426. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .

    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.