The Estimation and Tracking of Frequency

The Estimation and Tracking of Frequency - Cambridge Series in Statistical and Probabilistic Mathematics

Paperback (17 Jan 2013)

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Publisher's Synopsis

Many electronic and acoustic signals can be modelled as sums of sinusoids and noise. However, the amplitudes, phases and frequencies of the sinusoids are often unknown and must be estimated in order to characterise the periodicity or near-periodicity of a signal and consequently to identify its source. This book presents and analyses several practical techniques used for such estimation. The problem of tracking slow frequency changes over time of a very noisy sinusoid is also considered. Rigorous analyses are presented via asymptotic or large sample theory, together with physical insight. The book focuses on achieving extremely accurate estimates when the signal to noise ratio is low but the sample size is large. Each chapter begins with a detailed overview, and many applications are given. Matlab code for the estimation techniques is also included. The book will thus serve as an excellent introduction and reference for researchers analysing such signals.

About the Publisher

Cambridge University Press

Cambridge University Press dates from 1534 and is part of the University of Cambridge. We further the University's mission by disseminating knowledge in the pursuit of education, learning and research at the highest international levels of excellence.

Book information

ISBN: 9781107412859
Publisher: Cambridge University Press
Imprint: Cambridge University Press
Pub date:
DEWEY: 621.38220151
DEWEY edition: 23
Language: English
Number of pages: 278
Weight: 536g
Height: 255mm
Width: 179mm
Spine width: 19mm