摘要
在Prony模型满足充分必要条件的非线性最小二乘最优解的基础上,给出了Prony模型基于子空间迭代的非线性最小二乘参数估计(ISNLSE).基于对最优解几何结构的认识,导出了一个合理的"收敛控制条件",并构造了一个充分有效的算法;既加深了对问题求解的认识,又大大地改进了算法的收敛性和有效性.最后,用一个简单的例子阐明这一迭代过程,其结果和"扩充的ESPRIT算法"的结果作了比较.
An iterative subspace method for parameters estimation of Prony model （superimposed exponential signals in noise） in the sense of nonlinear least-squares is presented. With condition meeting in the optimization is both necessary and suffident, such that the solution is sole and globally optimal. The optimal condition is interpreted in the geometric language of abstract vector spaces. In the foundation, a fully effective iterative algorithm is acquired. Thus, both the understanding for the solution is deepenod and the convergence property and effectiveness is greatly improved.Finally,the procedure is illustrated with a simple example,and the result compared with one＇s of Pro-ESPRIT method.
出处
《电子学报》
EI
CAS
CSCD
北大核心
2008年第6期1206-1209,共4页
Acta Electronica Sinica
基金
福建省自然科学基金(No.A0540005)
国务院侨务办公室科学研究基金(No.03QZR06)
