Annals of the Institute of Statistical Mathematics

, Volume 56, Issue 3, pp 529–544 | Cite as

Asymptotic properties of the least squares estimators of the parameters of the chirp signals

  • Swagata Nandi
  • Debasis Kundu
Asymptotic Theory
Received:
Revised:

Abstract

Chirp signals are quite common in different areas of science and engineering. In this paper we consider the asymptotic properties of the least squares estimators of the parameters of the chirp signals. We obtain the consistency property of the least squares estimators and also obtain the asymptotic distribution under the assumptions that the errors are independent and identically distributed. We also consider the generalized chirp signals and obtain the asymptotic properties of the least squares estimators of the unknown parameters. Finally we perform some simulations experiments to see how the asymptotic results behave for small sample and the performances are quite satisfactory.

Key words and phrases

Chirp signal least squares estimators asymptotic distribution consistent estimators 
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Copyright information

© The Institute of Statistical Mathematics 2004

Authors and Affiliations

  • Swagata Nandi
    • 1
  • Debasis Kundu
    • 2
  1. 1.Institut für Angewandte MathematikRuprecht-Karls-Universität HeidelbergHeidelbergGermany
  2. 2.Department of MathematicsIndian Institute of Technology KanpurKanpurIndia

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