Accession Number : ADA322873

Title :   Consistent Method for Estimating Sinusoidal Frequencies: A Non-Iterative Approach.

Descriptive Note : Technical rept.,

Corporate Author : PENNSYLVANIA STATE UNIV UNIVERSITY PARK DEPT OF STATISTICS

Personal Author(s) : Mitra, A. ; Kundu, D.

PDF Url : ADA322873

Report Date : MAR 1997

Pagination or Media Count : 33

Abstract : In this paper we consider the problem of estimating the sinusoidal frequencies by a non-iterative technique. We establish the strong consistency of the proposed estimate. We further propose a one stop modification of the non-iterative technique. It is observed in the simulation study that the proposed method performs better than the existing non-iterative techniques for reasonably small sample sizes. The mean squared errors of the proposed method reaches the Cramer-Rao lower bound in many situations. We also propose three different kinds of confidence intervals and compare their performances by simulation.

Descriptors :   *SIGNAL PROCESSING, *TIME SERIES ANALYSIS, *SINE WAVES, ALGORITHMS, STATISTICAL TESTS, RANDOM VARIABLES, MONTE CARLO METHOD, STATISTICAL SAMPLES, LEAST SQUARES METHOD, STATISTICAL DISTRIBUTIONS, STATISTICAL PROCESSES, LINEAR REGRESSION ANALYSIS, CONFIDENCE LIMITS.

Subject Categories : Statistics and Probability
      Radiofrequency Wave Propagation

Distribution Statement : APPROVED FOR PUBLIC RELEASE