估计周期函数的频率

Estimating the Frequency of a Periodic Function

Biometrika · 1991
被引 6
ABS 4

中文导读

研究了在平稳加性噪声下观测周期函数时,如何估计其频率及其他参数,提出了估计方法并建立了渐近性质,还开发了检验未知频率是否为基频谐波的测试,并应用于变星S. Carinae的观测数据。

Abstract

The problem of estimating the frequency and other parameters of a cyclical oscillation is considered, where the data consists of a periodic function observed subject to stationary additive noise. An estimation procedure is proposed and the asymptotic properties of the estimators established. Tests for unknown frequencies to be harmonics of a fundamental frequency are also developed and their asymptotic properties investigated. The procedures are applied to observations on the variable star S. Carinae.

统计学时间序列分析信号处理天文学