The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics

Zhidong Bai, Calyampudi R. Rao, Yuehua Wu, Mei Mei Zen, Lincheng Zhao

Research output: Contribution to journalArticle

10 Citations (Scopus)

Abstract

The problem of simultaneous estimation of the number of signals and frequencies of multiple sinusoids is considered in the case when some observations are missing. The number of signals is estimated with an information theoretic criterion, and the frequencies are estimated with eigen-variation linear prediction. The strong consistency of the estimates of the number of signals and the frequencies is established and the rate of convergence of these estimates is provided. Besides, the limiting distributions of various estimates are given.

Original languageEnglish
Pages (from-to)11106-11110
Number of pages5
JournalProceedings of the National Academy of Sciences of the United States of America
Volume96
Issue number20
DOIs
Publication statusPublished - 1999 Sep 28

All Science Journal Classification (ASJC) codes

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