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Estimation of frequencies of sinusoids in the presence of noise

 

作者: B. G. Ong,   L. L. Campbell,  

 

期刊: Canadian Journal of Statistics  (WILEY Available online 1979)
卷期: Volume 7, issue 1  

页码: 11-19

 

ISSN:0319-5724

 

年代: 1979

 

DOI:10.2307/3315010

 

出版商: Wiley‐Blackwell

 

关键词: Frequency estimation;periodicities;short observation time;frequency resolution

 

数据来源: WILEY

 

摘要:

AbstractA method is proposed and developed for estimating the frequencies ofKsinusoids given the sum of these sinusoids in Gaussian noise. Attention is focused on the properties of these estimators when the observation time is short, the separation between frequencies is small, and the signal‐to‐noise ratio is high. The estimators are shown to be approximately unbiased and approximately normally distributed. The covariance matrix is also calculated. Relatively simple bounds on the variance of the estimators are fo

 

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