Title :
Strong consistency of recursive least square estimates on amplified harmonics for line spectrum
Author :
Truong-Van, Benoit
Author_Institution :
CNRS, Pau Univ., France
Abstract :
For a sampled signal with length n, it is shown that the method of maximum least-squares regressions on amplified harmonics yields estimates for discrete frequencies with the variance of order n -3 and with the bias of an order almost surely smaller than n -3/2 (log n)1/2+δ. Hence, these estimates are strongly consistent and very accurate. It is shown that these estimates can also be obtained in an iterative way based on recursive least-squares estimates on amplified harmonics
Keywords :
iterative methods; least squares approximations; parameter estimation; signal processing; spectral analysis; amplified harmonics; discrete frequencies; iterative way; line spectrum; maximum least-squares regressions; recursive least square estimates; sampled signal; strong consistency; Equations; Frequency estimation; Harmonic analysis; Least squares approximation; Recursive estimation; Time series analysis;
Conference_Titel :
Spectrum Estimation and Modeling, 1988., Fourth Annual ASSP Workshop on
Conference_Location :
Minneapolis, MN
DOI :
10.1109/SPECT.1988.206200