TY - BOOK AU - Quinn,Barry G. AU - Hannan,E.J. TI - The estimation and tracking of frequency T2 - Cambridge series on statistical and probabilistic mathematics SN - 9780511609602 (ebook) AV - TK5102.9 .Q85 2001 U1 - 621.382/2 21 PY - 2001/// CY - Cambridge PB - Cambridge University Press KW - MATLAB KW - Signal processing KW - Mathematics KW - Data processing KW - Modulation (Electronics) KW - Mathematical models KW - Time-series analysis KW - Approximation theory KW - Radio frequency KW - Audio frequency N1 - Title from publisher's bibliographic system (viewed on 05 Oct 2015) N2 - 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 2001 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 UR - https://doi.org/10.1017/CBO9780511609602 ER -