Strong Consistency of the Contraction Mapping Method for Frequency Estimation

Loading...
Thumbnail Image

Files

TR_92-21.pdf (1.13 MB)
No. of downloads: 512

Publication or External Link

Date

1992

Advisor

Citation

DRUM DOI

Abstract

Consider the super position of a sinusoid plus noise. By the application of certain parametric filter, the first-order autocorrelation becomes a contraction mapping. The sample estimator of the first-order autocorrelation is also a contraction whose fixed point converges almost surely to the cosine of the frequency to be detected. The theory is illustrated by two specific examples corresponding to two different parametric filters,

Notes

Rights