Informatica logo


Login Register

  1. Home
  2. Issues
  3. Volume 7, Issue 1 (1996)
  4. MATLAB-based software for estimation of ...

Informatica

Information Submit your article For Referees Help ATTENTION!
  • Article info
  • Related articles
  • More
    Article info Related articles

MATLAB-based software for estimation of quasipolynomials in noise
Volume 7, Issue 1 (1996), pp. 97–130
Vytautas Slivinskas   Virginija Šimonytė  

Authors

 
Placeholder
https://doi.org/10.3233/INF-1996-7106
Pub. online: 1 January 1996      Type: Research Article     

Published
1 January 1996

Abstract

The goal of this work is to describe the underlying theoretical and algorithmic basis of a MATLAB-based software developed by the authors. The software is intended for investigation of time series (signals) which can be modeled as the sum of real-valued quasipolynomials plus white noise. With the help of the software described, one can compute the expressions of the Cramér-Rao lower bound on the covariance matrix of the estimation error of unbiased estimates of damping factors and frequencies of quasipolynomials and to obtain estimates of these parameters using three versions of Prony method. Using this software, one can generate various models of quasipolynomials, obtain plots of their poles with respect to the unit circle, compute and plot 2σ-bounds (where σ is given by the CRB formula) around each pole, and also pole estimates obtained in each realization. Results of numerical experiments are presented.

Related articles PDF XML
Related articles PDF XML

Copyright
No copyright data available.

Keywords
MATLAB superimposed signals quasipolynomials parametric estimation Cramér-Rao bound

Metrics
since January 2020
608

Article info
views

0

Full article
views

425

PDF
downloads

180

XML
downloads

Export citation

Copy and paste formatted citation
Placeholder

Download citation in file


Share


RSS

INFORMATICA

  • Online ISSN: 1822-8844
  • Print ISSN: 0868-4952
  • Copyright © 2023 Vilnius University

About

  • About journal

For contributors

  • OA Policy
  • Submit your article
  • Instructions for Referees
    •  

    •  

Contact us

  • Institute of Data Science and Digital Technologies
  • Vilnius University

    Akademijos St. 4

    08412 Vilnius, Lithuania

    Phone: (+370 5) 2109 338

    E-mail: informatica@mii.vu.lt

    https://informatica.vu.lt/journal/INFORMATICA
Powered by PubliMill  •  Privacy policy