Autoregressive Frequency Estimation
自回归频率估计
Presume that an autoregressive model of given order is fitted to data obtained from a realization of a sinusoidal signal embedded in white noise. This paper investigates the statistical properties of the estimate of the frequency of the signal obtained by minimizing the transfer function of the autoregression. Strong consistency and convergence in distribution of the estimate are established when the order of the autoregression is allowed to increase with sample size at an…