Structural break estimation of noisy sinusoidal signals

DOI10.1016/j.sigpro.2009.06.025zbMath1177.94101OpenAlexW2072095128MaRDI QIDQ1048811

Randy C. S. Lai, Raymond K. W. Wong, Thomas C. M. Lee

Publication date: 8 January 2010

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2009.06.025

zbMATH Keywords

minimum description length principlesinusoidal signalssignal segmentationauto-POSSstructural break estimation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Detection theory in information and communication theory (94A13)

Uses Software

• astsa

Cites Work

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• Estimating the dimension of a model
• Nonparametric log spectrum estimation using disconnected regression splines and genetic algorithms
• Discrimination and Clustering for Multivariate Time Series
• SVD-based information theoretic criteria for detection of the number of damped/undamped sinusoids and their performance analysis
• Ideal spatial adaptation by wavelet shrinkage
• Automatic Statistical Analysis of Bivariate Nonstationary Time Series
• Estimation of the Sinusoidal Signal Frequency Based on the Marginal Median DFT
• On Sinusoid Estimation in Nonstationary Noise
• Structural Break Estimation for Nonstationary Time Series Models
• Estimating the number of sinusoids in additive white noise
• A new look at the statistical model identification

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