Analyzing non-stationary signals using generalized multiple fundamental frequency model

In this paper, we propose a new generalized multiple frequency model to analyze non-stationary signals. The model under the assumption of additive stationary errors can be used quite effectively to analyze different signals. We propose the usual least-squares estimators to estimate the unknown parameters and it is shown that the estimators are strongly consistent. We obtain the asymptotic distributions also. The performance of the proposed model is compared with the multiple frequency model using Monte Carlo simulations. Finally, several real data are analyzed using both the proposed model and the multiple frequency model.