On Simultaneous Estimation of the Number of Signals and Frequencies under a Model with Multiple Sinusoids.

Abstract

In this paper, the authors considered the problem of estimation of the frequencies and the number of signals under a signal processing model with multiple sinusoids. The frequencies are estimated with eigenvariation linear prediction method. The number of signals is estimated with an information theoretic criterion. The strong consistency of the estimates of the frequencies and the number of signals is also established. Also, a modification of forward backward linear prediction method is suggested to yield consistent estimators of the frequencies.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1986
Accession Number
ADA186026

Entities

People

  • L. C. Zhao
  • Paruchuri R. Krishnaiah
  • Z. D. Bai

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • Air Platforms
  • C4I

DTIC Thesaurus Topics

  • Air Force
  • Consistency
  • Contracts
  • Eigenvalues
  • Eigenvectors
  • Equations
  • Governments
  • Intellectual Property
  • Military Research
  • Multivariate Analysis
  • Notation
  • Probability
  • Random Variables
  • Scientific Research
  • Transfer Functions
  • United States
  • United States Government

Fields of Study

  • Engineering

Readers

  • Statistical inference.