Title :
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
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;
Conference_Titel :
Signal Processing, 1996., 3rd International Conference on
Conference_Location :
Beijing
Print_ISBN :
0-7803-2912-0
DOI :
10.1109/ICSIGP.1996.567092
