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Statistical Signal Processing

Frequency Estimation

  • Debasis Kundu
  • Swagata Nandi

Part of the SpringerBriefs in Statistics book series (BRIEFSSTATIST)

Table of contents

  1. Front Matter
    Pages i-xvii
  2. Debasis Kundu, Swagata Nandi
    Pages 1-6
  3. Debasis Kundu, Swagata Nandi
    Pages 7-15
  4. Debasis Kundu, Swagata Nandi
    Pages 17-43
  5. Debasis Kundu, Swagata Nandi
    Pages 45-78
  6. Debasis Kundu, Swagata Nandi
    Pages 79-90
  7. Debasis Kundu, Swagata Nandi
    Pages 91-99
  8. Debasis Kundu, Swagata Nandi
    Pages 101-112
  9. Debasis Kundu, Swagata Nandi
    Pages 113-127
  10. Back Matter
    Pages 129-132

About this book

Introduction

Signal processing may broadly be considered to involve the recovery of information from physical observations. The received signal is usually disturbed by thermal, electrical, atmospheric or intentional interferences. Due to the random nature of the signal, statistical techniques play an important role in analyzing the signal. Statistics is also used in the formulation of the appropriate models to describe the behavior of the system, the development of appropriate techniques for estimation of model parameters and the assessment of the model performances. Statistical signal processing basically refers to the analysis of random signals using appropriate statistical techniques. The main aim of this book is to introduce different signal processing models which have been used in analyzing periodic data, and different statistical and computational issues involved in solving them. We discuss in detail the sinusoidal frequency model which has been used extensively in analyzing periodic data occuring in various fields. We have tried to introduce different associated models and higher dimensional statistical signal processing models which have been further discussed in the literature. Different real data sets have been analyzed to illustrate how different models can be used in practice. Several open problems have been indicated for future research.

Keywords

Convergence Information Theoretic Criterion Least-squares Estimators Rate of Convergence Sinusoidal Frequency

Authors and affiliations

  • Debasis Kundu
    • 1
  • Swagata Nandi
    • 2
  1. 1., Department of Mathematics and StatisticsIndian Institute of TechnologyKanpurIndia
  2. 2., Theoretical Stat and Mathematics UnitIndian Statistical InstituteNew DelhiIndia

Bibliographic information

  • DOI https://doi.org/10.1007/978-81-322-0628-6
  • Copyright Information The Author(s) 2012
  • Publisher Name Springer, India
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-81-322-0627-9
  • Online ISBN 978-81-322-0628-6
  • Series Print ISSN 2191-544X
  • Series Online ISSN 2191-5458
  • Buy this book on publisher's site