Structural break estimation of noisy sinusoidal signals

DOI10.1016/J.SIGPRO.2009.06.025MaRDI QIDQ1048811zbMATH OpenOpenAlexFDO

Authors Randy C. S. Lai, Raymond 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

auto-POSSminimum description length principlesignal segmentationsinusoidal signalsstructural break estimation

Mathematics Subject Classification ID

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

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Cites work

• A new look at the statistical model identification
• Automatic Statistical Analysis of Bivariate Nonstationary Time Series
• Discrimination and Clustering for Multivariate Time Series
• Estimating the dimension of a model
• Estimating the number of sinusoids in additive white noise
• Estimation of the Sinusoidal Signal Frequency Based on the Marginal Median DFT
• scientific article; zbMATH DE number 45100 (Why is no real title available?)
• scientific article; zbMATH DE number 1833048 (Why is no real title available?)
• scientific article; zbMATH DE number 1447423 (Why is no real title available?)
• Ideal spatial adaptation by wavelet shrinkage
• Information and complexity in statistical modeling.
• Nonparametric log spectrum estimation using disconnected regression splines and genetic algorithms
• On Sinusoid Estimation in Nonstationary Noise
• Structural Break Estimation for Nonstationary Time Series Models
• SVD-based information theoretic criteria for detection of the number of damped/undamped sinusoids and their performance analysis

Cited in

(1)

• Investigation of the window variance noise component of multicomponent signals

Describes a project that uses

Uses Software

• astsa

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