Sinusoid Estimation in Additive Noise, czerwiec 2009 r. : A classical problem in engineering is to estimatefrequencies and amplitudes of sinusoids in datacorrupted by noise. This problem arises in differentfields like economics, medicine, seismology, energyconversion, and control systems. Fast FourierTransform (FFT), a deterministic method,is the most commonly used method to obtain frequencycontents of data. However, in the presence of noiseFFT does not yield reliable estimates of the amplitudesand frequencies of sinusoids. This book presentsstochastic methods to solve the sinusoid estimationproblem. The main advantage of the methods presentedhere is the convergence of the estimated spectrum tothe point spectrum of the sinusoids. The convergence property is especially useful at the analysis stagebecause the artifacts due to noise process disappear with convergence of the spectrum. This helps interpreting the spectrum of a process corrupted by noise with unknown properties. The uses of themethods presented are illustrated on examples fromstructuralvibration analysis.
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