Efficient Frequency Estimation from a Particular Almost Periodic Function with Application to Laser Vibrometry

Céline Lévy‐Leduc

Journal of Time Series Analysis, 2006, vol. 27, issue 5, 637-669

Abstract: Abstract. We considered the problem of estimating the frequency of an unknown periodic function from observations which consist of a particular almost periodic function and additive Gaussian white noise from both theoretical and practical points of view. First, we proved that, in a precise asymptotic framework, our estimator was consistent and asymptotically efficient. Then, when the number of observations was fixed, we proposed a practical implementation of the procedure and compared its performance with those forecast by the theoretical study. Finally, we applied our processing to some laser vibrometry signals and compared it with a technique classically used in this field.

Date: 2006
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https://doi.org/10.1111/j.1467-9892.2006.00480.x

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