Some estimation problems for harmonics in multiplicative and additive noise

Author

Li, Hongwei ; Cheng, Qiansheng

Author_Institution

Dept. of Inf. Sci., Peking Univ., Beijing, China

Volume

1

fYear

1996

Firstpage

181

Abstract

The large sample properties of the finite Fourier transform for generally complex processes are established under certain mixing conditions. The uniformly convergent rate of the sample cyclic-moments of cyclostationary processes is obtained. For harmonics in multiplicative and additive noise, the statistical properties of the sample cyclic-moments are obtained. As an important consequence, some procedures based on different order cyclic-moments are offered for estimating the harmonics component number and frequencies, and the strong convergence and convergence rates of the estimators are obtained

Keywords

convergence of numerical methods; fast Fourier transforms; frequency estimation; harmonic analysis; noise; signal sampling; statistical analysis; FFT; additive noise; complex processes; cyclostationary processes; estimation problems; finite fast Fourier transform; harmonic retrieval; harmonics; harmonics frequencies; large sample properties; mixing conditions; multiplicative noise; sample cyclic moments; statistical properties; uniformly convergent rate; Additive noise; Convergence; Ear; Fourier transforms; Frequency estimation; Gaussian processes; Information science; Parameter estimation; Parametric statistics; Spectral analysis;

fLanguage

English

Publisher

ieee

Conference_Titel

Signal Processing, 1996., 3rd International Conference on

Conference_Location

Beijing

Print_ISBN

0-7803-2912-0

Type

conf

DOI

10.1109/ICSIGP.1996.567092

Filename

567092