Amplitude estimation in multiple frequency spectrum
Titel:
Amplitude estimation in multiple frequency spectrum
Auteur:
Lopes, Silvia
Verschenen in:
Communications in statistics
Paginering:
Jaargang 22 (1993) nr. 10 pagina's 2955-2967
Jaar:
1993
Inhoud:
Here we analyze the mixed spectrum stationary process [image omitted] , where p is not necessarily known, A1,…,Ap are unknown constants, w1,…,wp are unknown frequencies with values in (0,Π), {εt}tεZ is white noise with mean 0 and variance σ2ε and φ1,…,φp are random variables uniformly distributed in (-π,π] , independent of each other and of the noise process {εt}tεZ. The assumption of white noise is not really needed, but it simplifies the exposition. In fact, any continuous spectrum noise will do just as well. We estimate the amplitudes Aj, 1≤j≤p, and the variance σ2ε of the noise component based on HOC (higher order correlations) sequences p1(θk) from a parametric family of linear filters (αn-filters)
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