Consistent Method for Estimating Sinusoidal Frequencies: A Non-Iterative Approach

摘要

In this paper we consider the problem of estimating the sinusoidal frequencies bya non-iterative technique. We establish the strong consistency of the proposed estimate. We further propose a one stop modification of the non-iterative technique. It is observed in the simulation study that the proposed method performs better than the existing non-iterative techniques for reasonably small sample sizes. The mean squared errors of the proposed method reaches the Cramer-Rao lower bound in many situations. We also propose three different kinds of confidence intervals and compare their performances by simulation.