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Asymptotic statistical analysis of autoregressive frequency estimates

✍ Scribed by Jakob Ängeby; Petre Stoica; Torsten Söderström


Book ID
104174120
Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
872 KB
Volume
39
Category
Article
ISSN
0165-1684

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Asymptotic Analysis of a Multiple Freque
✍ T.H. Li; B. Kedem 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 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