Frequency Estimation From Arbitrary Time Samples
نویسندگان
چکیده
منابع مشابه
Frequency estimation of sinusoids from nonuniform samples
Sinusoid signals with multiple frequencies appear in various systems and their frequencies may carry some important features. Frequency estimation from their discrete samples is one of the fundamental problems and many frequency estimators have been proposed for uniform sampling setting. In this paper, frequency estimators based on adaptive notch filtering are proposed for nonuniform sampling s...
متن کاملEstimation from samples.
Estimation is the process of determining a likely value for a population parameter (eg, the true population mean or proportion) based on a random sample. In practice, a sample is drawn from the target population, and sample statistics (eg, the sample mean or sample proportion) are used to generate estimates of the unknown parameter. The sample should be representative of the population, ideally...
متن کاملSpectrum Estimation from Samples
We consider the problem of approximating the set of eigenvalues of the covariance matrix of a multivariate distribution (equivalently, the problem of approximating the “population spectrum”), given access to samples drawn from the distribution. The eigenvalues of the covariance of a distribution contain basic information about the distribution, including the presence or lack of structure in the...
متن کاملTangent Estimation from Point Samples
Let M be an m-dimensional smooth compact manifold embedded in R, where m is a constant known to us. Suppose that a dense set of points are sampled from M according to a Poisson process with an unknown parameter. Let p be any sample point, let % be the local feature size at p, and let %ε be the distance from p to the (n + 1)th nearest sample point for some n between ( m+1 2 ) + 1 and ( d+1 2 ) ....
متن کاملRandomized Time and Frequency Domain Estimation from Semimartingales
Abstract: One established fact in financial economics and mathematics is the convergence of realised to integrated volatility according to the quadratic variation principle. When computed in general semimartingale asset price models, the cumulative squared high frequency returns represent consistent estimators of the integrated volatility. Both time and frequency domain estimators are available...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2016
ISSN: 1053-587X,1941-0476
DOI: 10.1109/tsp.2016.2600507