Consistent Method for Estimating Sinusoidal Frequencies: A Non-Iterative Approach.

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.

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1997
Accession Number
ADA322873

Entities

People

  • A. Mitra
  • D. Kundu

Organizations

  • Pennsylvania State University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computational Complexity
  • Consistency
  • Data Science
  • Eigenvalues
  • Frequency
  • Information Processing
  • Information Science
  • Intervals
  • Knowledge Management
  • Monte Carlo Method
  • Order Statistics
  • Probability
  • Random Variables
  • Simulations
  • Statistical Algorithms
  • Statistics

Fields of Study

  • Engineering
  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Aerospace Research.
  • Computational Modeling and Simulation