Robust Frequency Estimation Using Elemental Sets

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چکیده

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Robust Frequency Estimation Using Elemental Sets∗

The extraction of sinusoidal signals from time-series data is a classic problem of ongoing interest in the statistics and signal processing literatures. Obtaining least squares estimates is difficult because the sum of squares has local minima O(1/n) apart in the frequencies. In practice the frequencies are often estimated using ad hoc and inefficient methods. Problems of data quality have rece...

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ژورنال

عنوان ژورنال: Journal of Computational and Graphical Statistics

سال: 2000

ISSN: 1061-8600

DOI: 10.2307/1390621