Semiparametric estimation of the frequency of unknown periodic functions and its application to laser vibrometry signals

被引:13
|
作者
Lavielle, M [1 ]
Lévy-Leduc, C
机构
[1] Univ Paris 05, Paris, France
[2] Univ Paris 11, Orsay, France
关键词
frequency estimation; model selection; semiparametric estimation;
D O I
10.1109/TSP.2005.849156
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
We propose a semiparametric approach to fundamental frequency estimation of an unknown periodic signal in additive white noise based on model selection. Our estimator maximizes a penalized version of the cumulated periodogram and is proved to be consistent and asymptotically efficient under very general conditions. When the number of observations is fixed, an implementation of this estimation method is proposed and illustrated on specific synthetic signals which arise in laser vibrometry. We extend this method for estimating the fundamental frequencies of two periodic functions having different fundamental frequencies when the data consist of their sum and additive white noise. We also compare the performances of our procedure with the so-called microdoppler technique, which is commonly used for laser vibrometry signals analysis. We show on simulated data that the penalized cumulated periodogram yields an accurate estimation of the frequencies at very low signal-to-noise ratios.
引用
收藏
页码:2306 / 2314
页数:9
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