Title :
Quantitative determination of periodicities from short time series
Author_Institution :
Seismological Section, Uppsala University, Uppsala, Sweden
fDate :
4/1/1981 12:00:00 AM
Abstract :
A new two-step least squares procedure is presented for estimating frequencies, amplitudes, and phases of sinusoids in short time series. Frequencies, revealed by autoregressive modeling algorithms in the first step, are used to determine amplitudes and phases in the second step.
Keywords :
Amplitude estimation; Autocorrelation; Finite impulse response filter; Frequency estimation; Least squares approximation; Phase detection; Phase estimation; Random sequences; Signal processing algorithms; Signal to noise ratio;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
DOI :
10.1109/TASSP.1981.1163526