This paper addresses the challenging problem of parameter estimation for multicomponent complex exponential signals, commonly known as sums of cisoids. Traditional approaches that estimate individual component parameters face significant difficulties when the number of components is large, including permutation ambiguity, computational complexity from high-dimensional Fisher information matrix inversion, and model order selection issues. We introduce a novel framework based on low-dimensional sum-parameters that capture essential global characteristics of the signal ensemble. These parameters include the sum of amplitudes, the power-weighted frequency, and the phase-related sum. These quantities possess clear physical interpretations representing total signal strength, power-weighted average frequency, and composite phase information, while completely avoiding permutation ambiguities. We derive exact closed-form Cramer-Rao bounds for these sum-parameters under both deterministic and stochastic signal models. Our analysis reveals that the frequency sumparameter achieves statistical efficiency comparable to single-component estimators while automatically benefiting from power pooling across all signal components. The proposed Efficient Global Estimation Method (EGEM) demonstrates asymptotic efficiency across a wide range of signal-to-noise ratios, significantly outperforming established techniques such as Zoom-Interpolated FFT and Root-MUSIC in both long- and short-sample regimes. Extensive numerical simulations involving 2000 Monte-Carlo trials confirm that EGEM closely approaches the theoretical performance bounds even with relatively small sample sizes of 250 observations.
翻译:本文针对多分量复指数信号(通常称为复正弦和)的参数估计这一挑战性问题展开研究。传统方法通过估计各分量参数,在分量数量较大时面临显著困难,包括排列模糊性、高维费舍尔信息矩阵求逆带来的计算复杂性以及模型阶数选择问题。我们提出一种基于低维和参数的新框架,这些参数能够捕捉信号集合的全局本质特征,包括振幅和、功率加权频率以及相位相关和。这些量具有明确的物理解释,分别代表总信号强度、功率加权平均频率和复合相位信息,同时完全避免了排列模糊性。我们在确定性和随机信号模型下,推导了这些和参数的精确闭式克拉美-罗界。分析表明,频率和参数实现了与单分量估计器相当的统计效率,同时自动受益于所有信号分量的功率汇集效应。所提出的高效全局估计方法(EGEM)在宽泛的信噪比范围内展现出渐近有效性,在长样本和短样本条件下均显著优于缩放插值快速傅里叶变换和根MUSIC等经典技术。基于2000次蒙特卡洛试验的广泛数值仿真证实,即使在仅250个观测值的小样本条件下,EGEM仍能紧密逼近理论性能界限。