Please use this identifier to cite or link to this item: https://doi.org/10.1073/pnas.96.20.11106
Title: The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics
Authors: Bai, Z. 
Rao, C.R.
Wu, Y.
Zen, M.-M.
Zhao, L.
Keywords: Limiting distribution
Rate of convergence
Signal processing
Strong consistency
Undamped exponential signal model
Issue Date: 28-Sep-1999
Citation: Bai, Z., Rao, C.R., Wu, Y., Zen, M.-M., Zhao, L. (1999-09-28). The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics. Proceedings of the National Academy of Sciences of the United States of America 96 (20) : 11106-11110. ScholarBank@NUS Repository. https://doi.org/10.1073/pnas.96.20.11106
Abstract: The problem of simultaneous estimation of the number of signals and frequencies of multiple sinusoids is considered in the case when some observations are missing. The number of signals is estimated with an information theoretic criterion, and the frequencies are estimated with eigen-variation linear prediction. The strong consistency of the estimates of the number of signals and the frequencies is established and the rate of convergence of these estimates is provided. Besides, the limiting distributions of various estimates are given.
Source Title: Proceedings of the National Academy of Sciences of the United States of America
URI: http://scholarbank.nus.edu.sg/handle/10635/105430
ISSN: 00278424
DOI: 10.1073/pnas.96.20.11106
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