A fast efficient technique for the estimation of frequency

B. G. Quinn*, J. M. Fernandes

*Corresponding author for this work

Research output: Contribution to journalArticle

75 Citations (Scopus)

Abstract

SUMMARY: A technique is presented for the estimation of the frequency of a sinusoid in the presence of noise. The technique is based on fitting ARMA (2, 2) models iteratively, in a special way. The estimator is shown to be strongly consistent and as efficient as the least squares estimator of the frequency, or the periodogram maximizer. A simple accelerated version of the technique is shown to converge in a small number of iterations, the number depending on the accuracy of the initiator of the procedure. The results of a number of simulations are reported.

Original languageEnglish
Pages (from-to)489-497
Number of pages9
JournalBiometrika
Volume78
Issue number3
DOIs
Publication statusPublished - Sep 1991
Externally publishedYes

Keywords

  • Frequency estimation
  • Periodogram
  • Sinusoidal regression

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