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Determining the number of harmonic signals and estimating signal parameters from a limited sample of time-series observations in the presence of noise - MaRDI portal

Determining the number of harmonic signals and estimating signal parameters from a limited sample of time-series observations in the presence of noise (Q917200)

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scientific article; zbMATH DE number 4155714
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English
Determining the number of harmonic signals and estimating signal parameters from a limited sample of time-series observations in the presence of noise
scientific article; zbMATH DE number 4155714

    Statements

    Determining the number of harmonic signals and estimating signal parameters from a limited sample of time-series observations in the presence of noise (English)
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    1989
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    finite sample
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    time series
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    additive mixture
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    white Gaussian stationary stochastic process
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    unknown spectral density
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    number of harmonic signals
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    likelihood-ratio testing of compound statistical hypotheses
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    maximum likelihood estimation
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