Related papers: Parameter Estimation of Noise Corrupted Sinusoids

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Given nonstationary data, one generally wants to extract the trend from the noise by smoothing or filtering. However, it is often important to delineate a third intermediate category, that we call high frequency (HF) features: this is the…

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In this work, we consider the modeling of signals that are almost, but not quite, harmonic, i.e., composed of sinusoids whose frequencies are close to being integer multiples of a common frequency. Typically, in applications, such signals…

We study limits for the detection and estimation of weak sinusoidal signals in the primary part of the mammalian auditory system using a stochastic Fitzhugh-Nagumo (FHN) model and an action-reaction model for synaptic plasticity. Our…

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This paper presents joint sampling frequency offset (SFO) estimation and compensation algorithms based on the Farrow structure. Unlike conventional approaches that treat estimation and compensation separately, the proposed framework…

Positive time varying frequency representation for transient signals has been a hearty desire of signal analysts due to its theoretical and practical importance. During approximately the last two decades there has formulated a signal…

This paper addresses the problem of deriving the asymptotic performance of adaptive Low Rank (LR) filters used in target detection embedded in a disturbance composed of a LR Gaussian noise plus a white Gaussian noise. In this context, we…

This work investigates the parameter estimation performance of super-resolution line spectral estimation using atomic norm minimization. The focus is on analyzing the algorithm's accuracy of inferring the frequencies and complex magnitudes…

We propose a novel scheme for laser phase noise measurements with minimized sensitivity to external fluctuations including interferometer vibration, temperature instability, other low-frequency noise, and relative intensity noise. In order…

We study the volatility functional inference by Fourier transforms. This spectral framework is advantageous in that it harnesses the power of harmonic analysis to handle missing data and asynchronous observations without any artificial time…

Matched filters are widely used to localise signal patterns due to their high efficiency and interpretability. However, their effectiveness deteriorates for low signal-to-noise ratio (SNR) signals, such as those recorded on edge devices,…

In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…

This work investigates a three-dimensional slow-fast stochastic system with quadratic nonlinearity and additive noise, inspired by fluid dynamics. The deterministic counterpart exhibits a periodic orbit and a slow manifold. We demonstrate…

A set of semi-analytical techniques based on Fourier analysis is used to solve wave scattering problems in variously shaped waveguides with varying normal admittance boundary conditions. Key components are newly developed conformal mapping…

An efficient estimator is constructed for the quadratic covariation or integrated co-volatility matrix of a multivariate continuous martingale based on noisy and nonsynchronous observations under high-frequency asymptotics. Our approach…