Asymptotic analysis of a multiple frequency estimation method

DOI10.1006/JMVA.1993.1058MaRDI QIDQ689345zbMATH OpenOpenAlexFDO

Authors Ta-Hsin Li, Benjamin Kedem-Kimelfeld

Publication date 6 December 1993

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1993.1058

zbMATH Keywords

asymptotic normalitystrong consistencybiasleast-squares estimatorspectral analysisalmost sure convergencecontractive mappingfrequency estimationautoregressive representationfixed- pointharmonic retrievalmixed-spectrum time seriesmultiple frequency estimationparametric filteringPF estimatorProny's least-squares estimator

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15)

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(14)

• On Convergence and Bias Correction of a Joint Estimation Algorithm for Multiple Sinusoidal Frequencies
• A statistically and computationally efficient method for frequency estimation
• Asymptotic analysis of a fast algorithm for efficient multiple frequency estimation
• Penalized Bregman divergence estimation via coordinate descent
• Multiple zeros in frequency analysis: The \(T(r)\)-process
• Threshold effects in multiharmonic maximum likelihood frequency estimation
• An exact analysis of Pisarenko's single-tone frequency estimation algorithm
• Natural frequency extraction from multiple frequency response sample sets using the fitting error
• Statistical analysis of an eigendecomposition based method for 2-D frequency estimation
• scientific article; zbMATH DE number 922650 (Why is no real title available?)
• Multisine multiexcitation in frequency response function estimation
• AN ITERATIVE FILTERING ALGORITHM FOR NON-FOURIER FREQUENCY ESTIMATION
• The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics
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