傅里叶仪器变量算法研究

M. Spathopoulos, B.D. Hofig
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摘要

本文提出了一种具有有限数据窗口的工具变量算法,用于估计噪声中正弦波的递归频率。这些仪器是预先选定频率的正弦波。研究了该技术的一致性行为。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On the Fourier Instrumental Variable Algorithm
In this paper we present an instrumental variable algorithm with a finite-data window in order to estimate recursively frequencies of sinusoids in noise. The instruments are sinewaves at preselected frequencies. The consistency behaviour of this technique is studied.
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