Bai, Zhidong ; Rao, Calyampudi R. ; Wu, Yuehua ; Zen, Mei-Mei ; Zhao, Lincheng (1999) The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics PNAS, 96 (20). pp. 11106-11110. ISSN 0027-8424
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Official URL: http://www.pnas.org/content/96/20/11106.abstract?s...
Related URL: http://dx.doi.org/10.1073/pnas.96.20.11106
Abstract
The problem of simultaneous estimation of the number of signals and frequencies of multiple sinusoids is considered in the case when some observations are missing. The number of signals is estimated with an information theoretic criterion, and the frequencies are estimated with eigenvariation linear prediction. The strong consistency of the estimates of the number of signals and the frequencies is established and the rate of convergence of these estimates is provided. Besides, the limiting distributions of various estimates are given.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to National Academy of Sciences. |
| Keywords: | Strong Consistency; Limiting Distribution; Rate of Convergence; Signal Processing; Undamped Exponential Signal Model |
| ID Code: | 58149 |
| Deposited On: | 31 Aug 2011 12:37 |
| Last Modified: | 31 Aug 2011 12:37 |
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