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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