Simultaneous estimation of number of signals and signal parameters of superimposed sinusoidal model: A robust sequential bivariate M-periodogram approach. Issue 4 (21st April 2017)

• Record Type: Journal Article
• Authors: Mitra, Sharmishtha; Mitra, Amit; Bose, Sanket
• Is Part Of: Communications in statistics. Volume 46:Issue 4(2017)
• Page Start: 2654
• Page End: 2677
• Publication Date: 2017-04-21
• Subjects: Bivariate L1-periodogram -- Bivariate M-periodogram -- Frequency estimation -- M-estimator -- Nonlinear least squares -- Robust estimation -- Sequential estimation -- Sinusoidal model; 60G35 -- 62M10 -- 92C55 -- 94A12; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2015.1056352
• Languages: English
• ISSNs: 0361-0918

Abstract

ABSTRACT: Accurate estimation of the parameters of superimposed sinusoidal signals is an important problem in digital signal processing and time series analysis. In this article, we propose a simultaneous estimation procedure for estimation of the number of signals and signal parameters. The proposed sequential method is based on a robust bivariate M-periodogram and uses the orthogonal structure of the superimposed sinusoidal model for sequential estimation. Extensive simulations and data analysis show that the proposed method has a high degree of frequency resolution capability and can provide robust and efficient estimates of the number of signals and signal parameters.