Title :
On the periodogram estimator of period from sparse, noisy timing data
Author :
Quinn, Barry G. ; Clarkson, I. Vaughan L. ; McKilliam, R.
Author_Institution :
Dept. of Stat., Macquarie Univ., Sydney, NSW, Australia
Abstract :
The problem discussed is that of estimating the period of a sequence of periodic events when the occurrence time measurements are noisy and sparse. The problem arises in signal processing applications such as baud estimation from zero-crossings in telecommunications and in pulse repetition interval estimation in electronic support measures. Estimation techniques have been based on periodogram maximisation [1][2], Euclidean algorithms [3][4][5], least squares line search [6], lattice line search [7], Gaussian maximum likelihood [8] and least squares [9]. Aside from [9], there has been no rigorous statistical analysis. In this paper, we show that the periodogram maximiser has excellent (theoretical) asymptotic statistical properties, illustrating them via simulation.
Keywords :
Gaussian processes; least squares approximations; maximum likelihood estimation; optimisation; search problems; signal processing; statistical analysis; time-of-arrival estimation; Euclidean algorithms; Gaussian maximum likelihood; asymptotic statistical property; baud estimation; electronic support measures; lattice line search; least squares line search; occurrence time measurements; periodic event sequence; periodogram estimator; periodogram maximisation; pulse repetition interval estimation; signal processing; sparse noisy timing data; times of arrival estimation; Australia; Educational institutions; Least squares approximations; Maximum likelihood estimation; Noise measurement; Tin; Period estimation; modified least squares; nearest lattice point problem; pulse repetition interval;
Conference_Titel :
Signals, Systems and Computers, 2013 Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
978-1-4799-2388-5
DOI :
10.1109/ACSSC.2013.6810414