Now showing items 1-5 of 5
Asymptotic Normality of the Contraction Mapping Estimator for Frequency Estimation
This paper investigates the asymptotic distribution of the recently-proposed contraction mapping (CM) method for frequency estimation. Given a finite sample composed of a sinusoidal signal in additive noise, the CM method ...
Estimation of Multiple Sinusoids by Parametric Filtering
The problem of estimating the frequencies of multiple sinusoids from noisy observations is addressed in this paper. A parametric filtering approach, called the PF method, is proposed that leads to a consistent estimator ...
Estimation and Blind Deconvolution of AR Systems with Nonstationary Binary Inputs
The problem of parameter estimation and blind deconvolution of AR systems with independent nonstationary binary inputs is considered. The estimation procedure consists of applying an MA filter (equalizer) to the observed ...
Multiple Frequency Estimation in Mixed-Spectrum Time Series by Parametric Filtering
A general parametric filtering procedure (the PF method) is proposed for the problem of multiple frequency estimation in mixed-spectrum times series (i.e., superimposed sinusoids in additive noise). The method is based on ...
Strong Consistency of the Contraction Mapping Method for Frequency Estimation
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 ...