AN ITERATIVE FILTERING ALGORITHM FOR NON‐FOURIER FREQUENCY ESTIMATION
作者:
Benjamin Kedem,
James Troendle,
期刊:
Journal of Time Series Analysis
(WILEY Available online 1994)
卷期:
Volume 15,
issue 1
页码: 45-63
ISSN:0143-9782
年代: 1994
DOI:10.1111/j.1467-9892.1994.tb00176.x
出版商: Blackwell Publishing Ltd
关键词: Bandpass filter;zero‐crossing rate;mean‐value theorem;convergence;Gaussian;Sine‐Butterworth
数据来源: WILEY
摘要:
Abstract.We study an iterative filtering method to estimate frequencies of random Gaussian sinusoids in white noise. The method uses higher order crossings and takes advantage of a fixed point to guide the use of bandpass filtering in an attempt effectively to increase the signal‐to‐noise ratio. At each iteration the expected zero‐crossing rate is estimated from independent time series. Convergence occurs with any prespecified probability less tha
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