The estimation of frequency in the multichannel sinusoidal model

DOI10.1016/J.JMVA.2019.104563MaRDI QIDQ2293395zbMATH OpenOpenAlexWikidataFDO

Authors A. Grant, Barry Quinn

Publication date 5 February 2020

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://www.repository.cam.ac.uk/handle/1810/301941

zbMATH Keywords

strong consistencycentral limit theoremspectral density matrixmultichannel frequency estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(30)

• Strong consistency of a family of model order selection rules for estimating 2D sinusoids in noise
• The role of filter banks in sinusoidal frequency estimation.
• ON ASYMPTOTIC PROPERTIES OF A TWO DIMENSIONAL FREQUENCY ESTIMATOR
• Asymptotic analysis of a multiple frequency estimation method
• scientific article; zbMATH DE number 1366706 (Why is no real title available?)
• THE RESOLUTION OF CLOSELY ADJACENT SPECTRAL LINES
• The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics
• scientific article; zbMATH DE number 6612183 (Why is no real title available?)
• Linear prediction approach for efficient frequency estimation of multiple real sinusoids: algorithms and analyses
• Modeling and estimation of symmetric colour textures
• A property of the elementary symmetric functions on the frequencies of sinusoidal signals
• Natural frequency extraction from multiple frequency response sample sets using the fitting error
• Estimation of parameters of partially sinusoidal frequency model
• Asymptotic statistics for a generalized frequency-wavenumber estimator
• Multisine multiexcitation in frequency response function estimation
• Instantaneous frequency estimation when the amplitude is a stochastic process using stochastic calculus and bootstrapping
• Multidimensional Sinusoidal Frequency Estimation Using Subspace and Projection Separation Approaches
• A frequency domain global parameter estimation method for multiple reference frequency response measurements
• An algorithm for frequency estimation of signals composed of multiple single-tones
• The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics
• On Kay's frequency estimator
• Threshold effects in multiharmonic maximum likelihood frequency estimation
• On spectral and root forms of sinusoidal frequency estimators
• Sequential estimation of the sum of sinusoidal model parameters
• On discrete-domain multidimensional sinusoidal models
• Estimation of frequencies in presence of heavy tail errors.
• Autoregressive frequency estimation
• On instrumental variable estimation of sinusoid frequencies and the parsimony principle
• On Simultaneous Estimation of the Number of Signals and Frequencies of Multiple Sinusoids When Some Observations Are Missing
• On linear prediction models constrained to have unit-modulus poles and their use for sinusoidal frequency estimation

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