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Simultaneous estimation of number of signals and signal parameters of superimposed sinusoidal model: A robust sequential bivariate M-periodogram approach
Authors:Sharmishtha Mitra  Sanket Bose
Institution:1. Department of Mathematics &2. Statistics, Indian Institute of Technology Kanpur, Kanpur, India
Abstract:Accurate estimation of the parameters of superimposed sinusoidal signals is an important problem in digital signal processing and time series analysis. In this article, we propose a simultaneous estimation procedure for estimation of the number of signals and signal parameters. The proposed sequential method is based on a robust bivariate M-periodogram and uses the orthogonal structure of the superimposed sinusoidal model for sequential estimation. Extensive simulations and data analysis show that the proposed method has a high degree of frequency resolution capability and can provide robust and efficient estimates of the number of signals and signal parameters.
Keywords:Bivariate L1-periodogram  Bivariate M-periodogram  Frequency estimation  M-estimator  Nonlinear least squares  Robust estimation  Sequential estimation  Sinusoidal model
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