TY - GEN
T1 - Maximizing the periodogram
AU - Quinn, Barry G.
AU - McKilliam, Robby G.
AU - Clarkson, I. Vaughan L
N1 - Copyright 2008 IEEE. Reprinted from 2008 IEEE Global Telecommunications Conference : New Orleans, Louisiana, 30 November 2008-04 December 2008. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Macquarie University’s products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.
PY - 2008
Y1 - 2008
N2 - It has been well known for at least twenty years [1] that computing the maximizer of the periodogram, in order to estimate the unknown frequency in a noisy sinusoid, is problematic. In particular, because the periodogram is highly nonlinear, a grid size of order o (T) is needed to find the maximizer reliably, where T is the sample size, and that Newton's method may fail to find the zero of the first derivative of the periodogram closest to the maximizer of the periodogram calculated, for example, using the FFT. In this paper, we show that Newton's method does, in fact, work if it is applied to an appropriately chosen monotonic function of the periodogram.
AB - It has been well known for at least twenty years [1] that computing the maximizer of the periodogram, in order to estimate the unknown frequency in a noisy sinusoid, is problematic. In particular, because the periodogram is highly nonlinear, a grid size of order o (T) is needed to find the maximizer reliably, where T is the sample size, and that Newton's method may fail to find the zero of the first derivative of the periodogram closest to the maximizer of the periodogram calculated, for example, using the FFT. In this paper, we show that Newton's method does, in fact, work if it is applied to an appropriately chosen monotonic function of the periodogram.
UR - http://www.scopus.com/inward/record.url?scp=67249143465&partnerID=8YFLogxK
U2 - 10.1109/GLOCOM.2008.ECP.668
DO - 10.1109/GLOCOM.2008.ECP.668
M3 - Conference proceeding contribution
AN - SCOPUS:67249143465
SN - 9781424423248
SP - 3478
EP - 3482
BT - 2008 IEEE Global Telecommunications Conference, GLOBECOM 2008
A2 - Miller, Richard W.
PB - Institute of Electrical and Electronics Engineers (IEEE)
CY - Piscataway, NJ
T2 - 2008 IEEE Global Telecommunications Conference, GLOBECOM 2008
Y2 - 30 November 2008 through 4 December 2008
ER -