Parameter estimation of 2-D stochastic FM model based on two step estimation procedure |
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Authors: | Jia-Rui Cui Qing Li Guang-Da Hu Zhen-Yu Lu |
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Affiliation: | 1. School of Automation and Electrical Engineering, University of Science and Technology Beijing, Beijing, 100083, China 2. Department of Electronic & Information, Nanjing University of Science & Technology, Nanjing, China
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Abstract: | This paper considers the problem of estimating the parameters of two-dimensional (2-D) stochastic FM models. First, the estimators of the parameters of 2-D stochastic FM model are obtained using two step estimation procedures by Kronecker product and least square method. Then, the asymptotic properties of the estimators are given. It is shown that the estimators are to be consistent and to have a distribution which converges to that of a normally distributed random vector under fairly general conditions. Finally, the performance of the proposed methods is illustrated by examples. |
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