Asymptotic Analysis of a Multiple Freque
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T.H. Li; B. Kedem
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Article
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1993
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Elsevier Science
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English
β 779 KB
A recently proposed method of multiple frequency estimation for mixed-spectrum time series is analyzed. The so-called PF method is a procedure that combines the autoregressive (AR) representation of superimposed sinusoids with the idea of parametric filtering. The gist of the method is to parametriz