Simultaneous estimation of number of signals and signal parameters of superimposed sinusoidal model: A robust sequential bivariate M-periodogram approach |
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Authors: | Sharmishtha Mitra Sanket Bose |
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Institution: | 1. Department of Mathematics &2. Statistics, Indian Institute of Technology Kanpur, Kanpur, India |
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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. |
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Keywords: | Bivariate L1-periodogram Bivariate M-periodogram Frequency estimation M-estimator Nonlinear least squares Robust estimation Sequential estimation Sinusoidal model |
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