Simultaneous Estimation of the Number of Signals and Frequencies under a Model with Multiple Sinusoids

摘要

In this paper, the authors considered the problem of estimation of the frequencies and the number of signals under a signal processing model with multiple sinusoids. The frequencies are estimated with eigenvariation linear prediction method. The number of signals is estimated with an information theoretic criterion. The strong consistency of the estimates of the frequencies and the number of signals is also established. Also, a modification of forward backward linear prediction method is suggested to yield consistent estimators of the frequencies.