Statistical signal processing. Frequency estimation. (Q413582)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical signal processing. Frequency estimation. |
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Statistical signal processing. Frequency estimation. (English)
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7 May 2012
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The monograph is aimed at introducing different signal processing models used in analyzing periodic data, and different statistical and computational issues associated with them. It has eight chapters. Chapter 1 introduces the problems in statistical signal processing. Chapter 2 considers the estimation of frequencies. Chapter 3 discusses different methods for estimating frequencies. Chapter 4 presents the asymptotic properties of some estimators described in Chapter 3. Chapter 5 introduces the different approaches and methods in estimating the number of components. Chapter 6 provides real-data examples. Chapter 7 briefly discusses the 2-D and 3-D models. Related models are given in Chapter 8. Each chapter has its own references section. According to the authors, this book is written mainly for senior undergraduate and graduate students specializing in mathematics or statistics. It can also serve as a reference book for young researchers who want to work in the area of statistical signal processing.
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Prony's equation
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undamped exponential model
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sum of sinusoidal model
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linear prediction
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matrix pencil
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stable distribution
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approximate least squares estimator
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periodogram estimator
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equivariance linear prediction method
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modified forward backward linear prediction method
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noise space decomposition
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estimation of signal parameters
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rotational invariance technique
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total least squares estimation
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Quinn's method
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iterative quadratic maximum likelihood
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modified Prony algorithm
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sequential estimator
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Quinn and Fernandes method
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amplified harmonics method
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weighted least squares estimator
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Nandi and Kundu algorithm
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super-efficient estimator
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sinusoidal model
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strong consistency
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asymptotic distribution
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super-efficient frequency estimator
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multiple sinusoidal model
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likelihood ratio approach
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cross-validation method
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ECG data
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Nandi-Prasad-Kundu algorithm
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damped sinusoidal model
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amplitude modulated model
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fundamental frequency model
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partially sinusoidal frequency model
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burst-type model
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