| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 563284 | Signal Processing | 2013 | 7 Pages |
Abstract
The martingale optimality principle is used to estimate the positive time-varying amplitudes that appear in the sum of sinusoids models. A closed form expression is obtained for the estimates of the time-varying amplitudes. These estimates are then embedded into the observation equation and nonlinear optimization methods are used to find the unknown frequencies. Given are examples and comparisons to existing methods.
► Estimation of the parameters of sum of sinusoids. ► The martingale optimality principle is used. ► The nonparametric problem has been transformed into parametric one.
Related Topics
Physical Sciences and Engineering
Computer Science
Signal Processing
Authors
A. Abutaleb,