scientific article; zbMATH DE number 1069605

Publication date 22 January 1998

Statistical aspects of information-theoretic topics (62B10) Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

Review text

Detection of the presence of a signal, when the observations are corrupted by noise, is a classic problem in communications engineering. A related problem is that of estimating the frequencies in a signal, this being a particularly important topic in signal processing. Indeed, the maximum entropy estimate of the spectral density function, and other high-resolution estimators such as Capon's and Pisarenko's, are aimed at estimating such frequencies. The object of this note is to discuss a related problem which arises in frequency modulated and phase modulated signals, and to consider an approach based on the techniques developed by \textit{M. B. Priestley} [J. R. Stat. Soc., Ser. B 24, 215-233 and 511-529 (1962; Zbl 0114.08301)] for analysing the `mixed spectra' model. For the entire collection see [Zbl 0846.00010].

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