Nonparametric estimation of the time-varying frequency and amplitude

Vladimir Katkovnik

Statistics & Probability Letters, 1997, vol. 35, issue 4, 307-315

Abstract: The local polynomial approximation is used to develop a nonparametric estimator of the time-varying frequency, phase and amplitude of a real-valued harmonic signal in noise. The estimator is shown to be strongly consistent and Gaussian.

Keywords: Instantaneous; frequency; Frequency; estimation; Nonparametric; regression; Sinusoidal; regression; Time-varying; parameters (search for similar items in EconPapers)
Date: 1997
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