ISSN:
1531-5878
Source:
Springer Online Journal Archives 1860-2000
Topics:
Electrical Engineering, Measurement and Control Technology
Notes:
Abstract Fitting a high-order autoregressive model to data is often used to estimate the frequencies of sinusoids from their noisy measurements. This paper analyzes the asymptotic bias of the frequency estimates obtained by this method. It is shown that the bias decreases significantly with increasing model order.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01599995