Estimating the fundamental frequency using modified Newton-Raphson algorithm

DOI10.1080/02331888.2018.1552962MaRDI QIDQ4632282zbMATH OpenOpenAlexFDO

Authors S. Nandi, Debasis Kundu

Publication date 29 April 2019

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1812.07496

zbMATH Keywords

approximate least squares estimatorfundamental frequency modelmodified Newton-Raphson algorithmsuper efficient estimator

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: In this paper, we propose a modified Newton-Raphson algorithm to estimate the frequency parameter in the fundamental frequency model in presence of an additive stationary error. The proposed estimator is super efficient in nature in the sense that its asymptotic variance is less than the asymptotic variance of the least squares estimator. With a proper step factor modification, the proposed modified Newton-Raphson algorithm produces an estimator with the rate $O_p(n^{-frac32})$, the same rate as the least squares estimator. Numerical experiments are performed for different sample sizes, different error variances and for different models. For illustrative purposes, two real data sets are analyzed using the fundamental frequency model and the estimators are obtained using the proposed algorithm. It is observed the model and the proposed algorithm work quite well in both cases.

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Cites work

• A note on estimating the fundamental frequency of a periodic function
• An efficient algorithm for estimating the parameters of superimposed exponential signals
• An efficient algorithm for estimating the parameters of superimposed exponential signals in multiplicative and additive noise
• Analyzing non-stationary signals using generalized multiple fundamental frequency model
• Estimating the frequency of a periodic function
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Cited in

(6)

• Estimating the fundamental frequency of a periodic function
• A fast maximum likelihood algorithm for frequency estimation of a sinusoid based on Newton's method
• Defining Fundamental Frequency for Almost Harmonic Signals
• Super efficient frequency estimation
• Estimating parameters of elementary chirp model using modified Newton-Raphson algorithm
• Fundamental frequency and its harmonics model: a robust method of estimation

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