Weighted Estimation of Harmonic Components in a Musical Sound Signal

DOI10.1111/1467-9892.01515MaRDI QIDQ4544837zbMATH OpenOpenAlexFDO

Authors Rafael A. Irizarby

Publication date 5 August 2002

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9892.01515, https://papers.ssrn.com/sol3/papers.cfm?abstract_id=309266

zbMATH Keywords

asymptotic varianceharmonic regressionmusic sound signalsweighted least squares estimates

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics (62P99)

Review text

The present paper shows that regression models can be a useful tool for the analysis of music signals. The model under consideration is \[ y(t)=\sum_{k=1}^K\{A_k\cos(\omega_kt)+ B_k\sin(\omega_kt)\}+\varepsilon(t),\quad t=1,\dots,T, \] where \(\{\varepsilon(t)\}\) is a stationary stochastic process. Weighted least squares estimates for the model parameters are studied, an asymptotic variance expression is obtained and consistency of the weighted least squares estimates is proved. Particularly, the author uses the asymptotic variance expressions to develop standard errors and to construct confidence intervals for regression parameters. Finally, he presents possible applications of the proposed statistical technique to analyse musical signals (for instance, clarinet and guitar sounds).

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Cites work

• The estimation of frequency
• The physics of musical instruments.

Cited in

(3)

• Local Harmonic Estimation in Musical Sound Signals
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• Optimally Weighted MUSIC for Frequency Estimation

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