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The estimation of frequency in the multichannel sinusoidal model.

Authors :
Grant, Andrew J.
Quinn, Barry G.
Source :
Journal of Multivariate Analysis. Jan2020, Vol. 175, pN.PAG-N.PAG. 1p.
Publication Year :
2020

Abstract

The problems of estimating the frequency parameter in a univariate noisy sinusoidal model, and deriving the asymptotic properties of the estimator, are well understood. In the multivariate context, there is very little known, apart from papers in the array processing literature, where the common frequency parameter is generally not estimated accurately. We present a method for estimating this frequency and show that the resulting estimator is strongly consistent and follows a central limit theorem. The performance of the estimator is demonstrated using the results of simulation studies. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
0047259X
Volume :
175
Database :
Academic Search Index
Journal :
Journal of Multivariate Analysis
Publication Type :
Academic Journal
Accession number :
139905043
Full Text :
https://doi.org/10.1016/j.jmva.2019.104563