Asymptotic Properties of Least Squares Estimators for the Parameters in Undamped Exponential Signals

Abstract

SYNOPTIC ABSTRACTThe superimposed exponential signals model plays an important role in Statistical Signal Processing. In this paper we study the properties of the least squares estimators and the estimators obtained by maximizing the periodogram. The asymptotic equivalence of these two estimators can be obtained. The consistency and the asymptotic distribution of the least squares estimators under the assumption of finite variance of the error random variables are established. Some simulation results are reported comparing the performances of the two different estimators.