Related papers: Efficient and Accurate Frequency Estimation of Mul…
Robust online estimation of oscillation frequency belongs to classical problems of system identification and adaptive control. The given harmonic signal can be noisy and with varying amplitude at the same time, as in the case of damped…
Frequency estimation is a fundamental problem in signal processing, with applications in radar imaging, underwater acoustics, seismic imaging, and spectroscopy. The goal is to estimate the frequency of each component in a multisinusoidal…
Frequency estimation from measurements corrupted by noise is a fundamental challenge across numerous engineering and scientific fields. Among the pivotal factors shaping the resolution capacity of any frequency estimation technique are…
Frequency Estimation of a complex exponential is a problem relevant to a large number of fields. In this paper a computationally efficient and accurate frequency estimator is presented using the guaranteed stable Sliding DFT which gives…
In this paper, we develop econometric tools to analyze the integrated volatility of the efficient price and the dynamic properties of microstructure noise in high-frequency data under general dependent noise. We first develop consistent…
The article considers the problem of identifying the variable frequency of a sinusoidal signal. To obtain a regression model of the signal, an iterative differentiation of the original analytical expression is performed, and the swapping…
Quantum phase estimation is an important component in diverse quantum algorithms. However, it suffers from spectral leakage, when the reciprocal of the record length is not an integer multiple of the unknown phase, which incurs an accuracy…
This paper addresses the problem of estimating the modes of an observed non-stationary mixture signal in the presence of an arbitrary distributed noise. A novel Bayesian model is introduced to estimate the model parameters from the…
This paper studies the problem of parameter estimation in resonant, acoustic fluid-structure interaction problems over a wide frequency range. Problems with multiple resonances are known to be subjected to local minima, which represents a…
There exist several methods developed for the canonical change point problem of detecting multiple mean shifts, which search for changes over sections of the data at multiple scales. In such methods, estimation of the noise level is often…
Quantum advantage requires overcoming noise-induced degradation of quantum systems. Conventional methods for reducing noise such as error mitigation face scalability issues in deep circuits. Specifically, noise hampers the extraction of…
Complex frequency excitations, oscillating signals whose amplitude decreases exponentially in time, have recently been demonstrated to significantly increase the effective quality factor of mechanical resonators. In this work, we…
In this paper, we propose a modified Newton-Raphson algorithm to estimate the frequency parameter in the fundamental frequency model in presence of an additive stationary error. The proposed estimator is super efficient in nature in the…
Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…
This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: (1) {\em filtering}, or assigning a belief or likelihood to each…
We focus on estimating the integrated covariance of log-price processes in the presence of market microstructure noise. We construct an efficient unbiased estimator for the quadratic covariation of two It\^{o} processes in the case where…
The problem of estimating a spiked covariance matrix in high dimensions under Frobenius loss, and the parallel problem of estimating the noise in spiked PCA is investigated. We propose an estimator of the noise parameter by minimizing an…
This paper addresses the challenging problem of parameter estimation for multicomponent complex exponential signals, commonly known as sums of cisoids. Traditional approaches that estimate individual component parameters face significant…
In this paper, we propose a fully distributed algorithm for frequency offsets estimation in decentralized systems. With the proposed algorithm, each node estimates its frequency offsets by local computations and limited exchange of…
We develop fixed-point algorithms for the approximation of structured matrices with rank penalties. In particular we use these fixed-point algorithms for making approximations by sums of exponentials, or frequency estimation. For the basic…