Statistical Signal Processing by Swagata Nandi & Debasis Kundu

Author:Swagata Nandi & Debasis Kundu
Language: eng
Format: epub
ISBN: 9789811562808
Publisher: Springer Singapore

when either LSE, ALSE or sequential procedure are used to estimate the unknown parameters in the sinusoidal frequency model. It is important to note that we cannot estimate and separately. But, it is possible to estimate which is needed to use the asymptotic distribution in case of finite samples. It can be shown that

Since is the expected value of the periodogram function of the error random variable X(t) at , estimate by local averaging of the periodogram function of the estimated error over a window , for a suitable choice of L, across the point estimate of , see, for example, Quinn and Thomson [12].

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