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

研究成果: Article同行評審

13 引文 斯高帕斯(Scopus)

摘要

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.

原文English
頁(從 - 到)11106-11110
頁數5
期刊Proceedings of the National Academy of Sciences of the United States of America
96
發行號20
DOIs
出版狀態Published - 1999 九月 28

All Science Journal Classification (ASJC) codes

  • 多學科

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