• DocumentCode
    3103110
  • Title

    Strong consistency of recursive least square estimates on amplified harmonics for line spectrum

  • Author

    Truong-Van, Benoit

  • Author_Institution
    CNRS, Pau Univ., France
  • fYear
    1988
  • fDate
    3-5 Aug 1988
  • Firstpage
    246
  • Lastpage
    249
  • Abstract
    For a sampled signal with length n, it is shown that the method of maximum least-squares regressions on amplified harmonics yields estimates for discrete frequencies with the variance of order n -3 and with the bias of an order almost surely smaller than n -3/2 (log n)1/2+δ. Hence, these estimates are strongly consistent and very accurate. It is shown that these estimates can also be obtained in an iterative way based on recursive least-squares estimates on amplified harmonics
  • Keywords
    iterative methods; least squares approximations; parameter estimation; signal processing; spectral analysis; amplified harmonics; discrete frequencies; iterative way; line spectrum; maximum least-squares regressions; recursive least square estimates; sampled signal; strong consistency; Equations; Frequency estimation; Harmonic analysis; Least squares approximation; Recursive estimation; Time series analysis;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Spectrum Estimation and Modeling, 1988., Fourth Annual ASSP Workshop on
  • Conference_Location
    Minneapolis, MN
  • Type

    conf

  • DOI
    10.1109/SPECT.1988.206200
  • Filename
    206200