Simple test for distinguishing constant from time-varying amplitude in harmonic retrieval

Citation
O. Besson et P. Stoica, Simple test for distinguishing constant from time-varying amplitude in harmonic retrieval, IEEE SIGNAL, 47(4), 1999, pp. 1137-1141
Citations number
11
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
IEEE TRANSACTIONS ON SIGNAL PROCESSING
ISSN journal
1053587X → ACNP
Volume
47
Issue
4
Year of publication
1999
Pages
1137 - 1141
Database
ISI
SICI code
1053-587X(199904)47:4<1137:STFDCF>2.0.ZU;2-G
Abstract
In many harmonic retrieval problems, it is not known a priori whether the a mplitude of the sinusoidal signals dealt with is constant or time varying. In such applications, a key problem, prior to or in conjunction with freque ncy estimation, is to decide between these two alternatives or hypotheses. In this correspondence, a statistical test for this Problem is derived, bas ed on the statistics of the difference between two frequency estimates. The test is computationally efficient and yields, as a by-product, consistent frequency estimates under either hypothesis. Numerical examples are include d to show the performance of the proposed test.