The estimation of frequency in the multichannel sinusoidal model

Andrew J. Grant*, Barry G. Quinn

*Corresponding author for this work

Research output: Contribution to journalArticle

Abstract

The problems of estimating the frequency parameter in a univariate noisy sinusoidal model, and deriving the asymptotic properties of the estimator, are well understood. In the multivariate context, there is very little known, apart from papers in the array processing literature, where the common frequency parameter is generally not estimated accurately. We present a method for estimating this frequency and show that the resulting estimator is strongly consistent and follows a central limit theorem. The performance of the estimator is demonstrated using the results of simulation studies.

Original languageEnglish
Article number104563
Pages (from-to)1-16
Number of pages16
JournalJournal of Multivariate Analysis
Volume175
DOIs
Publication statusPublished - Jan 2020

Keywords

  • Central limit theorem
  • Multichannel frequency estimation
  • Spectral density matrix
  • Strong consistency

Fingerprint Dive into the research topics of 'The estimation of frequency in the multichannel sinusoidal model'. Together they form a unique fingerprint.

Cite this