Nonparametric estimation of the time-varying frequency and amplitude

被引：0
|
作者：
Katkovnik, V [1 ]
机构：
[1] UNIV S AFRICA,DEPT STAT,ZA-0001 PRETORIA,SOUTH AFRICA
来源：
STATISTICS & PROBABILITY LETTERS | 1997年 / 35卷 / 04期
关键词：
instantaneous frequency; frequency estimation; nonparametric regression; sinusoidal regression; time-varying parameters;
D O I：
10.1016/S0167-7152(97)00027-8
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The local polynomial approximation is used to develop a nonparametric estimator of the time-varying frequency, phase and amplitude of a real-valued harmonic signal in noise. The estimator is shown to be strongly consistent and Gaussian. (C) 1997 Elsevier Science B.V.
引用
收藏
页码：307 / 315
页数：9
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