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