Strong consistency of the over- and underdetermined LSE of 2-D exponentials in white noise

Mark Kliger, Joseph M. Francos

Research output: Contribution to journalArticlepeer-review

7 Scopus citations

Abstract

We consider the problem of least squares estimation of the parameters of two-dimensional (2-D) exponential signals observed in the presence of an additive noise field, when the assumed number of exponentials is incorrect. We consider both the case where the number of exponential signals is underestimated, and the case where the number of exponential signals is overestimated. In the case where the number of exponential signals is underestimated, we prove the almost sure convergence of the least squares estimates (LSE) to the parameters of the dominant exponentials. In the case where the number of exponential signals is overestimated, the estimated parameter vector obtained by the least squares estimator contains a subvector that converges almost surely to the correct parameters of the exponentials.

Original languageEnglish
Pages (from-to)3314-3321
Number of pages8
JournalIEEE Transactions on Information Theory
Volume51
Issue number9
DOIs
StatePublished - 1 Sep 2005

Keywords

  • 2-D parameter estimation
  • Least squares estimation
  • Model-order selection
  • Random fields
  • Strong consistency
  • Two-dimensional (2-D) exponentials

ASJC Scopus subject areas

  • Information Systems
  • Computer Science Applications
  • Library and Information Sciences

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