A sequential regression based algorithm for estimating sinusoids in white noise
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Publication:1111299
DOI10.1016/0045-7906(87)90016-4zbMath0658.62107MaRDI QIDQ1111299
Publication date: 1987
Published in: Computers and Electrical Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0045-7906(87)90016-4
algorithm; spectral estimation; least squares; additive noise; sinusoidal signals; recursive implementation; sequential regression; harmonic retrieval method; resolution factor; Thompson's algorithms
93E11: Filtering in stochastic control theory
62M15: Inference from stochastic processes and spectral analysis
93E10: Estimation and detection in stochastic control theory