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The estimation of frequency in the multichannel sinusoidal model

Accepted version
Peer-reviewed

Type

Article

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Authors

Grant, Andrew J 
Quinn, Barry G 

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.

Description

Keywords

49 Mathematical Sciences, 4905 Statistics

Journal Title

Journal of Multivariate Analysis

Conference Name

Journal ISSN

0047-259X

Volume Title

175

Publisher

Elsevier
Sponsorship
Medical Research Council (MC_UU_00002/7)