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Estimation of Frequencies

In: Statistical Signal Processing

Author

Listed:
  • Swagata Nandi

    (Indian Statistical Institute, Theoretical Statistics and Mathematics Unit)

  • Debasis Kundu

    (Indian Institute of Technology Kanpur, Department of Mathematics and Statistics)

Abstract

In this chapter we have discussed seventeen different methods to estimate the parameters of sinusoidal model. Some of the methods are iterative and some are non-iterative in nature. Throughout this chapter it is assumed that the number of components is known. Estimation of the number of components will be discussed in Chap. 5. The main aim is to provide an idea of how the same problem due to its complicated nature has been attempted by different methods to get some satisfactory answers. Moreover, it is also observed that none of these methods work uniformly well for all values of the model parameters. It is observed that finding the efficient estimators is a numerically challenging problem. Due to this reason several suboptimal solutions have been suggested in the literature which do not have the same rate of convergence as the efficient estimators. The detailed theoretical properties of the diffierent estimators are provided in Chap. 4.

Suggested Citation

  • Swagata Nandi & Debasis Kundu, 2020. "Estimation of Frequencies," Springer Books, in: Statistical Signal Processing, edition 2, chapter 0, pages 39-65, Springer.
    • Handle: RePEc:spr:sprchp:978-981-15-6280-8_3
    DOI: 10.1007/978-981-15-6280-8_3
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