论文信息 - Asymptotic bias of the high-order autoregressive estimates of sinusoidal frequencies

Asymptotic bias of the high-order autoregressive estimates of sinusoidal frequencies

Fitting a high-order autoregressive model to data is often used to estimate the frequencies of sinusoids from their noisy measurements. This paper analyzes the asymptotic bias of the frequency estimates obtained by this method. It is shown that the bias decreases significantly with increasing model order.

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