The estimation and tracking of frequency
This book is primarily concerned with the estimation of the fixed or varying frequencies \(\lambda_1, \dots, \lambda_r\) in the time series model NEWLINE\[NEWLINEy(t)= \mu+\sum^r_{j=1} A_j\cos (\lambda_j t+\varphi_j) +x(t),NEWLINE\]NEWLINE where \(x(t)\) is a noise associated with measurements of a periodic function. The aim of the book is to provide a comprehensive examination of various techniques for this problem; the text is accessible to both statisticians and engineers. NEWLINENEWLINENEWLINEChapter 1 (Introduction) motivates the problems by some physical examples. Chapter 2 (Statistical and probabilistic methods) lays the theoretical foundations for the rest of book. Chapter 3 (The estimation of a fixed frequency) examines in detail the statistical theory for the maximum likelihood estimators of the fixed frequencies. In particular, it looks at the cases where there are two frequencies very close together and where one estimates the number of frequencies. Chapter 4 (Techniques derived from ARMA modelling) presents the \textit{B.G. Quinn} and \textit{J.M. Fernandes} technique [Biometrika 78, No. 3, 489-497 (1991; Zbl 0737.62082)] for estimating frequencies using ARMA modelling. Chapter 5 (Techniques based on phases and autocovariances) examines a number of popular frequency estimation techniques which use sample autocovariances: autoregressive, Pisarenko and MUSIC (multiple signal characterization) techniques. The first and second Kay's estimator is also presented. Chapter 6 (Estimation using Fourier coefficients) obtains, e.g., closed form frequency estimators for a single time series using only three Fourier coefficients including suitable algorithms. Chapter 7 (Tracking frequency in low SUR conditions) treats the problem of changing frequency. One suggests hidden Markov model procedures for tracking frequency changing slowly in very low signal-to-noise environments.
- A property of the elementary symmetric functions on the frequencies of sinusoidal signals
- Statistical inference for quantiles in the frequency domain
- New periodograms for single-tone frequency estimation in the presence of an additive polynomial background signal
- Iterative quadratic maximum likelihood based estimator for a biased sinusoid
- Line spectrum representation for vector processes with application to frequency estimation
- Restoration of the product consumption rate with integral cubic smoothing spline, study of the best smoothing parameter choice
- Parameter estimation of discrete-time sinusoidal signals: a nonlinear control approach
- The estimation of frequency in the multichannel sinusoidal model
- On detecting harmonic oscillations
- Instantaneous frequency estimation when the amplitude is a stochastic process using stochastic calculus and bootstrapping
- Semiparametric estimation for stationary processes whose spectra have an unknown pole
- Exponential estimation of the unknown frequencies of discrete-time multi-tone sinusoidal signals
- Time series estimation by tracking parameter variation
- Fourier analysis of time series. An introduction.
- Composite quantile periodogram for spectral analysis
- Empirical determination of the frequencies of an almost periodic time series
- Robust adaptive observers for unknown linear exosystems
- Penalized Bregman divergence estimation via coordinate descent
- Frequency and phase estimation in time series with quasi periodic components
- Consistency and asymptotic normality of the periodogram estimator of harmonic oscillation parameters
- Global testing against sparse alternatives in time-frequency analysis
- scientific article; zbMATH DE number 426241 (Why is no real title available?)
- Adaptive tests for periodic signal detection with applications to laser vibrometry
- Efficient Frequency Estimation from a Particular Almost Periodic Function with Application to Laser Vibrometry
- Efficient Semiparametric Estimation of the Periods in a Superposition of Periodic Functions with Unknown Shape
- Frequency estimation based on the cumulated Lomb-Scargle periodogram
- A note on estimation by least squares for harmonic component models
- Recovery of periodicities hidden in heavy-tailed noise
- Hypertracking Beyond the Nyquist Frequency
- Nonparametric Methods for Deconvolving Multiperiodic Functions
- ON-LINE FREQUENCY ESTIMATION
- THE RESOLUTION OF CLOSELY ADJACENT SPECTRAL LINES
- Computationally efficient robust Chinese remainder theorem for frequency estimation from undersampled waveforms
- scientific article; zbMATH DE number 910736 (Why is no real title available?)
- Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence
- Time Series with Mixed Spectra, by Ta‐HsinLi. Published by CRC Press, 2014. Total number of pages: 680. ISBN: 978-1-58488-176-6 (hard cover), 978-1-42001-006-0 (ebook)
- A Convex Approach to Superresolution and Regularization of Lines in Images
- Closed-form frequency estimator based on narrow-band approximation under noisy environment
- Algorithm 1023: Restoration of Function by Integrals with Cubic Integral Smoothing Spline in R
- Fisher's g Revisited
- Modelling cycles in climate series: the fractional sinusoidal waveform process
- An improved phasor based algorithm for accurate frequency measurement
- Non-ergodic statistics and spectral density estimation for stationary real harmonizable symmetric \(\alpha \)-stable processes
- Line spectral analysis using the G-filter: an atomic norm minimization approach
- A parallel recursive framework for modelling time series
- Estimation of fractal dimension and fractal curvatures from digital images
- Change-point estimation from indirect observations. 1. Minimax complexity
- Simultaneous estimation of the input and output frequencies of nonlinear systems
- Autoregressive frequency detection using regularized least squares
- Frequency estimation of real-valued single-tone in colored noise using multiple autocorrelation lags
This page was built for publication: The estimation and tracking of frequency
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2711250)
