Frequency Estimation from Crossings of an Unknown Level
提出一种基于未知水平穿越次数的频率估计方法，适用于平稳高斯过程，给出了估计量的偏差和方差公式，并通过数值例子验证了其合理性。
By counting the number of upcrossings of the mean level by a stationary Gaussian process one can estimate the mean frequency of the process. Here we present a frequency estimator based on the number of upcrossings of one unknown level hoped to be near the mean, and the percentage of the total observation time spent above the level. This is equivalent to observing upcrossings of a known level in a process with unknown mean and variance. Formulae are given for the bias and variance of the estimator, and conditions for its asymptotic normality. Numerical examples show that the estimator behaves reasonably for levels within one standard deviation from the process mean.