The estimation of frequency in the multichannel sinusoidal model
Accepted version
Peer-reviewed
Repository URI
Repository DOI
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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
Publisher DOI
Sponsorship
Medical Research Council (MC_UU_00002/7)