The Estimation and Tracking of Frequency (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 9) - Hardcover

Quinn, B. G.; Hannan, E. J.

Hardcover

ISBN 10: 0521804469 ISBN 13: 9780521804462

Publisher: Cambridge University Press, 2001

Synopsis

Many electronic and acoustic signals can be modeled as sums of sinusoids and noise. However, the amplitudes, phases and frequencies of the sinusoids are often unknown and must be estimated in order to characterize the periodicity or near-periodicity of a signal and consequently to identify its source. Quinn and Hannan present and analyze several practical techniques used for such estimation. The problem of tracking slow frequency changes of a very noisy sinusoid over time is also considered. Rigorous analyses are presented via asymptotic or large sample theory, together with physical insight. The book focuses on achieving extremely accurate estimates when the signal to noise ratio is low but the sample size is large.

About this title

Book Description

Many signals can be modelled as sums of sinusoids and noise. However, the frequencies of the sinusoids are often unknown and must be estimated to identify the source. This book presents and analyses several practical techniques used for such estimation and for tracking slow frequency changes over time. Rigorous results and physical insight are both given, focusing on noisy signals with large sample sizes. Many applications are described and Matlab code is also included. The book will thus serve as an excellent introduction and reference for researchers analysing such signals.

About the Author

E. J. Hannan (1921 1994) was Professor of Statistics at the Australian National University in Canberra. He was a pioneer of modern time series analysis and winner of both the Pitman Medal and the Thomas Ranken Lyle Medal. The Australian Academy of Sciences commemorates his work by awarding the Hannan Medal every two years to recognise achievements of Australians in pure mathematics, applied and computational mathematics and statistical science.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2001
• Language: English
• ISBN 10: 0521804469
• ISBN 13: 9780521804462
• Binding: Hardcover
• Edition number: 1
• Number of pages: 280