TY - JOUR
T1 - The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing
T2 - I. Asymptotics
AU - Bai, Zhidong
AU - Rao, Calyampudi R.
AU - Wu, Yuehua
AU - Zen, Mei Mei
AU - Zhao, Lincheng
PY - 1999/9/28
Y1 - 1999/9/28
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=0033613254&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0033613254&partnerID=8YFLogxK
U2 - 10.1073/pnas.96.20.11106
DO - 10.1073/pnas.96.20.11106
M3 - Article
C2 - 10500137
AN - SCOPUS:0033613254
SN - 0027-8424
VL - 96
SP - 11106
EP - 11110
JO - Proceedings of the National Academy of Sciences of the United States of America
JF - Proceedings of the National Academy of Sciences of the United States of America
IS - 20
ER -