Instantaneous Frequency Estimation Using Stochastic Calculus and Bootstrapping
نویسندگان
چکیده
منابع مشابه
Instantaneous Frequency Estimation Using Stochastic Calculus and Bootstrapping
Stochastic calculus methods are used to estimate the instantaneous frequency of a signal. The frequency is modeled as a polynomial in time. It is assumed that the phase has a Brownian-motion component. Using stochastic calculus, one is able to develop a stochastic differential equation that relates the observations to instantaneous frequency. Pseudo-maximum likelihood estimates are obtained thr...
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ژورنال
عنوان ژورنال: EURASIP Journal on Advances in Signal Processing
سال: 2005
ISSN: 1687-6180
DOI: 10.1155/asp.2005.1886