Estimating the period of a signal of unknown shape corrupted by white noise
type: Item
instance of: scholarly article
title: Estimating the period of a signal of unknown shape corrupted by white noise
zbMATH Open document ID: 0677.62089
published in: Problems of Information Transmission
publication date: 1988-01-01T00:00:00Z
review text: Consider a stochastic process x(t) observed on the time interval [- T/2,T/2]. The observed process is the sum of an unknown periodic signal s(t) and white Gaussian noise n(t) of unit spectral density, \[ (1)\quad x(t)=s(t)+n(t),\quad t\in [-T/2,T/2]. \] Given the observations x(t), it is required to estimate the period \(\tau_ s\) of the signal s(t). The bounds \((\alpha_ T,\beta_ T)\) on the possible values of the period \(\tau_ s\) are assumed known. We consider this statistical problem in an asymptotic setting, assuming a sufficiently long observation time T.
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62N99
zbMATH DE Number: 4109906
zbMATH Keywords: asymptotically efficient estimates
zbMATH Keywords: unknown periodic signal
zbMATH Keywords: white Gaussian noise
zbMATH Keywords: unit spectral density
author: Yu. Golubev
MaRDI profile type: Publication
Recommended article: Nonparametric estimation problem for a time-periodic signal in a periodic noise
Recommended article: Guaranteed estimation of a periodic signal distorted by an autoregressive noise with unknown parameters.
Recommended article: Nonparametric estimation of periodic signal disturbed by α-stable noises
Recommended article: Q4510734
Recommended article: A Noise Resistant Correlation Method for Period Detection of Noisy Signals
Recommended article: Estimation of unknown parameters of an almost periodic function in the presence of noise. I
Recommended article: Nonparametric estimate of almost periodic signals
Recommended article: Estimating the number of signals in the presence of white noise
Recommended article: Estimating the number of sinusoids in additive white noise
description: scientific article; zbMATH DE number 4109906