Accession Number:

ADA453892

Title:

Asymptotic Normality of the Contraction Mapping Estimator for Frequency Estimation

Descriptive Note:

Research rept.

Corporate Author:

MARYLAND UNIV COLLEGE PARK SYSTEMS RESEARCH CENTER

Report Date:

1991-09-01

Pagination or Media Count:

26.0

Abstract:

This paper investigates the asymptotic distribution of the recently-proposed contraction mapping CM method for frequency estimation. Given a finite sample composed of a sinusoidal signal in additive noise, the CM method applies to the data a parametric filter that matches its parameter with the first-order autocorrelation of the filtered noise. The CM estimator is defined as the fixed-point of the parametrized first-order sample autocorrelation of the filtered data. In this paper, it is proved that under appropriate conditions, the CM estimator is asymptotically normal with a variance inversely related to the signal-to-noise ratio. A useful example of the AR2 filter is discussed in detail to illustrate the performance of the CM method.

Subject Categories:

  • Numerical Mathematics
  • Statistics and Probability
  • Atomic and Molecular Physics and Spectroscopy

Distribution Statement:

APPROVED FOR PUBLIC RELEASE