Frequency Estimation Using Tapered Data

The maximizer of the periodogram of a sinusoid in additive noise is known to have optimal asymptotic properties even when the noise is neither Gaussian nor white. The effect of tapering or windowing on the accuracy of the estimator does not appear to have been considered previously. In this paper, we present the asymptotic theory for the maximizer of windowed periodograms of Hamming and Hanning-type. We also introduce and analyse two closed-form frequency estimators constructed from three Fourier coefficients of a Hanning-tapered process