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A new algorithm for estimating the time-varying frequency of a noiseless sinusoidal signal is considered. It is assumed that the amplitude and frequency of the sinusoidal signal are unknown functions of time, but are solutions of linear…

Dynamical Systems · Mathematics 2021-10-13 A. A. Bobtsov , N. A. Nikolaev , O. V. Oskina , S. I. Nizovtsev

This paper considers the problem of frequency estimation for a multi-sinusoidal signal consisting of n sinuses in finite-time. The parameterization approach based on applying delay operators to a measurable signal is used. The result is the…

Systems and Control · Electrical Eng. & Systems 2020-09-15 Anastasiia Vediakova , Alexey Vedyakov , Anton Pyrkin , Alexey Bobtsov , Vladislav Gromov

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…

Signal Processing · Electrical Eng. & Systems 2022-03-31 Quentin Legros , Dominique Fourer , Sylvain Meignen , Marcelo A. Colominas

Sinusoidal parameter estimation is a fundamental task in applications from spectral analysis to time-series forecasting. Estimating the sinusoidal frequency parameter by gradient descent is, however, often impossible as the error function…

Signal Processing · Electrical Eng. & Systems 2022-11-21 Ben Hayes , Charalampos Saitis , György Fazekas

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…

Machine Learning · Computer Science 2021-02-04 Gautier Izacard , Sreyas Mohan , Carlos Fernandez-Granda

The estimation of the frequencies of multiple superimposed exponentials in noise is an important research problem due to its various applications from engineering to chemistry. In this paper, we propose an efficient and accurate algorithm…

Numerical Analysis · Mathematics 2016-05-05 Shanglin Ye , Elias Aboutanios

In this technical communique, we propose a novel observer-based adaptive scheme to deal with the parameter estimation problem of biased sinusoidal signals. Different from the existing adaptive frequency estimation scheme, the proposed…

Dynamical Systems · Mathematics 2020-12-29 Shang Shi , Huifang Min , Shihong Ding

We present algorithms for nonparametric regression in settings where the data are obtained sequentially. While traditional estimators select bandwidths that depend upon the sample size, for sequential data the effective sample size is…

Methodology · Statistics 2012-07-03 Haijie Gu , John Lafferty

Nonsinusoidal oscillatory signals are everywhere. In practice, the nonsinusoidal oscillatory pattern, modeled as a 1-periodic wave-shape function (WSF), might vary from cycle to cycle. When there are finite different WSFs, $s_1,\ldots,s_K$,…

Signal Processing · Electrical Eng. & Systems 2023-04-12 Marcelo A. Colominas , Hau-Tieng Wu

In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. The sensors…

Signal Processing · Electrical Eng. & Systems 2025-01-20 Jiaqi Yan , Hideaki Ishii

Time-series analysis is critical for a diversity of applications in science and engineering. By leveraging the strengths of modern gradient descent algorithms, the Fourier transform, multi-resolution analysis, and Bayesian spectral…

Signal Processing · Electrical Eng. & Systems 2021-06-23 Daniel E. Shea , Rajiv Giridharagopal , David S. Ginger , Steven L. Brunton , J. Nathan Kutz

It is by now established that, remarkably, the addition of noise to a nonlinear system may sometimes facilitate, rather than hamper the detection of weak signals. This phenomenon, usually referred to as stochastic resonance, was originally…

Condensed Matter · Physics 2009-10-31 Redouane Fakir

Signal-to-noise ratio (SNR) statistics play a central role in many applications. A common situation where SNR is studied is when a continuous time signal is sampled at a fixed frequency with some noise in the background. While estimation…

Methodology · Statistics 2021-11-05 Francesco Giordano , Pietro Coretto

Parametric modeling of non-stationary signals is addressed in this article. We present several models based on the characteristic features of the modeled signal, together with the methods for accurate estimation of model parameters.…

Signal Processing · Electrical Eng. & Systems 2018-01-30 Pradip Sircar

A new approach for the analysis of nonstationary signals is proposed, with a focus on audio applications. Following earlier contributions, nonstationarity is modeled via stationarity-breaking operators acting on Gaussian stationary random…

Audio and Speech Processing · Electrical Eng. & Systems 2018-08-24 Adrien Meynard , Bruno Torrésani

In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. They aim to…

Systems and Control · Electrical Eng. & Systems 2023-03-22 Jiaqi Yan , Hideaki Ishii

A class of random non-stationary signals termed timbre x dynamics is introduced and studied. These signals are obtained by non-linear transformations of sta-tionary random gaussian signals, in such a way that the transformation can be…

Information Theory · Computer Science 2015-10-29 H Omer , B Torrésani

In this paper, we give estimators of the frequency, amplitude and phase of a noisy sinusoidal signal with time-varying amplitude by using the algebraic parametric techniques introduced by Fliess and Sira-Ramirez. We apply a similar strategy…

Numerical Analysis · Mathematics 2011-05-17 Da-Yan Liu , Olivier Gibaru , Wilfrid Perruquetti

We consider a nonparametric regression model with continuous endogenous independent variables when only discrete instruments are available that are independent of the error term. Although this framework is very relevant for applied…

Econometrics · Economics 2024-10-18 Samuele Centorrino , Frédérique Fève , Jean-Pierre Florens

In this paper, the instantaneous frequency estimation of nonstationary signals is considered. The instantaneous frequency is estimated from the timefrequency representation where certain percent of the coefficients is missing. The…

Signal Processing · Electrical Eng. & Systems 2019-02-08 Bozidar Androvic , Marko Kovac , Andjela Kandic
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