The estimation of the instantaneous amplitudes of sum of sinusoids with unknown frequencies and phases: The martingale approach

被引：1
作者：
Abutaleb, A. [1 ,2 ]
机构：
[1] Cairo Univ, Sch Engn, Dept Syst & Bioengn, Giza, Egypt
[2] MIT, Lincoln Lab, Lexington, MA 02173 USA
来源：
SIGNAL PROCESSING | 2013年 / 93卷 / 04期
关键词：
Ito calculus; Martingales; Time-varying parameters; Time-series analysis; Estimation; TIME-VARYING SYSTEMS; IDENTIFICATION;
D O I：
10.1016/j.sigpro.2012.10.003
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
The martingale optimality principle is used to estimate the positive time-varying amplitudes that appear in the sum of sinusoids models. A closed form expression is obtained for the estimates of the time-varying amplitudes. These estimates are then embedded into the observation equation and nonlinear optimization methods are used to find the unknown frequencies. Given are examples and comparisons to existing methods. (c) 2012 Elsevier B.V. All rights reserved.
引用
收藏
页码：811 / 817
页数：7
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