【摘要】 本文基于 Prony 方法和 Bootstrap 方法,解决了受抑制指数信号模型的辨识问题。给出了模型 中参数的最小二乘估计的计算方法和逼近;为了使样本所在的区间有限,在保证模型相容的条件 下,我们重新定义模型,证明了 Bootstrap 估计的相合性和渐近正态性,从而证明了我们这种 方法的可行性;最后利用该方法给出模拟结果,并且和其他方法进行了比较。更多还原

【Abstract】 In this paper, we propose Bootstrap estimation of the parameters based on the Bootstrap method in the damped exponential signal model, and give calculation of the estimations based on the Prony method. When we rede?ne the model so that the sampling interval is ?nite, the consistency and asymptotic normality of the estimators under certain assumptions are proved. The simulation of proposed estimations is given. The comparisons among the performances of the Bootstrap estimation, the least squares estimation based on the Prony method and other estimation are also presented.更多还原