The analysis of evaluating precision characteristics of the parameters of exponential - sinusoidal models

The aim of this study is the analysis of evaluating precision characteristics of the parameters of exponential - sinusoidal models. The main attention is paid to the methods of linear prediction approach: covariance, Tufts-Kumaresan and So-Leung. The evaluation of the chosen methods parameters precision to the different exponential - sinusoidal models, changing the meaning of signal - noise relationship is studied. The dependence of the results achieved by the methods on the signal - noise relationship meaning is described. The quality of the methods comparing with the specific CRB bound is evaluated. The comparative - contrastive analysis of the methods is made. In the study CRB specific and asymptotic bounds are compared. The results of numerical experiments and programs are givenŠvietimo akademijaVytauto Didžiojo universiteta