|Table of Contents|

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

《南京师大学报（自然科学版）》[ISSN:1001-4616/CN:32-1239/N]

Issue:
2012年01期
Page:
12-15
Research Field:
数学
Publishing date:

Info

Title:
Two-Step M Estimators for Parameter Amplitudes in One Dimensional Cosine Model
Author(s):
Zhao Yuanyuan1; Ming Ruixing2
1.School of Mathematical Sciences,Nanjing Normal University,Nanjing 210046,China
Keywords:
signal processing; two-step M estimator
PACS:
O211.67;TN911.7
DOI:
-
Abstract:
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．

References:

［1］ Huber P J． Robust estimation of a location parameter ［J］． Ann Math Statist，1964，35: 73-101．
［2］ Huber P J． Robust regression ［J］． Ann Statist，1973，1: 799-821．
［3］ Zhao L C，Rao C R，Chen X R． A note on the consistency of M-estimates in linear models［M］/ / Stochastic Process，A Festschrift in Honour of Gopinath Kallianpur． New York: Springer-Verlag，1993: 359-367．
［4］ Nandi S，Iyer S K，Kundu D． Estimation of frequencies in presence of heavy tail errors［J］． Statistics Probability Letters， 2002，58: 265-282．

Memo

Memo:
-
Last Update: 2013-03-11