Estimating the frequency of a periodic function

B. G. Quinn; P. J. Thomson

doi:10.1093/biomet/78.1.65

Estimating the frequency of a periodic function

B. G. Quinn^*, P. J. Thomson

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

64 Citations (Scopus)

Abstract

SUMMARY: The problem of estimating the frequency and other parameters of a cyclical oscillation is considered, where the data consists of a periodic function observed subject to stationary additive noise. An estimation procedure is proposed and the asymptotic properties of the estimators established. Tests for unknown frequencies to be harmonics of a fundamental frequency are also developed and their asymptotic properties investigated. The procedures are applied to observations on the variable star S. Carinae.

Original language	English
Pages (from-to)	65-74
Number of pages	10
Journal	Biometrika
Volume	78
Issue number	1
DOIs	https://doi.org/10.1093/biomet/78.1.65
Publication status	Published - Mar 1991
Externally published	Yes

Keywords

Frequency estimation
Periodogram analysis
Spectral analysis
Test for harmonics

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10.1093/biomet/78.1.65

Cite this

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title = "Estimating the frequency of a periodic function",

abstract = "SUMMARY: The problem of estimating the frequency and other parameters of a cyclical oscillation is considered, where the data consists of a periodic function observed subject to stationary additive noise. An estimation procedure is proposed and the asymptotic properties of the estimators established. Tests for unknown frequencies to be harmonics of a fundamental frequency are also developed and their asymptotic properties investigated. The procedures are applied to observations on the variable star S. Carinae.",

keywords = "Frequency estimation, Periodogram analysis, Spectral analysis, Test for harmonics",

author = "Quinn, {B. G.} and Thomson, {P. J.}",

year = "1991",

month = mar,

doi = "10.1093/biomet/78.1.65",

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AU - Thomson, P. J.

PY - 1991/3

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N2 - SUMMARY: The problem of estimating the frequency and other parameters of a cyclical oscillation is considered, where the data consists of a periodic function observed subject to stationary additive noise. An estimation procedure is proposed and the asymptotic properties of the estimators established. Tests for unknown frequencies to be harmonics of a fundamental frequency are also developed and their asymptotic properties investigated. The procedures are applied to observations on the variable star S. Carinae.

AB - SUMMARY: The problem of estimating the frequency and other parameters of a cyclical oscillation is considered, where the data consists of a periodic function observed subject to stationary additive noise. An estimation procedure is proposed and the asymptotic properties of the estimators established. Tests for unknown frequencies to be harmonics of a fundamental frequency are also developed and their asymptotic properties investigated. The procedures are applied to observations on the variable star S. Carinae.

KW - Frequency estimation

KW - Periodogram analysis

KW - Spectral analysis

KW - Test for harmonics

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DO - 10.1093/biomet/78.1.65

M3 - Article

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VL - 78

SP - 65

EP - 74

JO - Biometrika

JF - Biometrika

IS - 1

ER -

Estimating the frequency of a periodic function

Abstract

Keywords

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