A Fast Efficient Technique for the Estimation of Frequency
提出一种基于迭代ARMA(2,2)模型的频率估计技术,在噪声中估计正弦波频率,具有强一致性和与最小二乘估计相当的效率,加速版本迭代次数少。
A technique is presented for the estimation of the frequency of a sinusoid in the presence of noise. The technique is based on fitting ARMA (2, 2) models iteratively, in a special way. The estimator is shown to be strongly consistent and as efficient as the least squares estimator of the frequency, or the periodogram maximizer. A simple accelerated version of the technique is shown to converge in a small number of iterations, the number depending on the accuracy of the initiator of the procedure. The results of a number of simulations are reported.