DocumentCode
986688
Title
On sinusoid estimation in nonstationary noise
Author
Frazho, A.E. ; Yagci, B. ; Sumali, H.
Author_Institution
Sch. of Aeronaut. & Astronaut., Purdue Univ., West Lafayette, IN, USA
Volume
49
Issue
5
fYear
2004
fDate
5/1/2004 12:00:00 AM
Firstpage
777
Lastpage
781
Abstract
This note presents a sinusoid estimation algorithm, which will converge to the spectrum of the sinusoid process in nonstationary additive noise. The algorithm is in the framework of the tangential Nevanlinna-Pick setting. The procedure is a generalization of Capon´s maximum likelihood estimate and some classical limit theorem for orthogonal polynomials. The method is used in an experimental example to find the natural frequencies of a lightly damped structure.
Keywords
maximum likelihood estimation; optimisation; polynomials; white noise; Capon maximum likelihood estimate; nonstationary additive noise; nonstationary noise; orthogonal polynomials; sinusoid estimation algorithm; tangential Nevalinna-Pick setting; vibration analysis; Additive noise; Amplitude estimation; Convergence; Eigenvalues and eigenfunctions; Extraterrestrial measurements; Frequency estimation; Interpolation; Maximum likelihood estimation; Polynomials; Random processes; Experimental vibration analysis; sinusoid estimation;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.2004.825976
Filename
1299008
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