Maximum-likelihood period estimation from sparse, noisy timing data

The problem of estimating the period of a periodic point process is considered when the observations are sparse and noisy. There is a class of estimators that operate by maximizing an objective function over an interval of possible periods, notably the periodogram estimator of Fogel & Gavish and the line-search algorithms of Sidiropoulos et al. and Clarkson. For numerical calculation, the interval is sampled. However, it is not known how fine the sampling must be in order to ensure statistically accurate results. In this paper, a new estimator is proposed which eliminates the need for sampling. For the proposed statistical model, it calculates a maximum- likelihood estimate. It is shown that the expected arithmetic complexity of the algorithm is O(n³ log n) where n is the number of observations. Numerical simulations demonstrate the superior statistical performance of the new estimator.