The Estimation and Tracking of Frequency

ISBN-13: 9780521804462 / Angielski / Twarda / 2001 / 280 str.

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

Opis

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.

Recenzje

'… I feel that this book will help all users who are graduates taking an advanced statistics or mathematics course in conjunction with communications systems.' Journal of the Royal Statistical Society

Spis treści

Preface; 1. Introduction; 2. Statistical and probabilistic methods; 3. The estimation of a fixed frequency; 4. Techniques derived from ARMA modelling; 5. Estimation using Fourier coefficients; 6. Tracking frequency in low SNR conditions; 7. Other estimation techniques; References; Appendix. Matlab programs; Author index; Subject index.