AN ITERATIVE FILTERING ALGORITHM FOR NON‐FOURIER FREQUENCY ESTIMATION

Benjamin Kedem and James Troendle

Journal of Time Series Analysis, 1994, vol. 15, issue 1, 45-63

Abstract: Abstract. We study an iterative filtering method to estimate frequencies of random Gaussian sinusoids in white noise. The method uses higher order crossings and takes advantage of a fixed point to guide the use of bandpass filtering in an attempt effectively to increase the signal‐to‐noise ratio. At each iteration the expected zero‐crossing rate is estimated from independent time series. Convergence occurs with any prespecified probability less than one.

Date: 1994
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https://doi.org/10.1111/j.1467-9892.1994.tb00176.x

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Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:15:y:1994:i:1:p:45-63

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