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Biometrika 1999 86(1):213-220; doi:10.1093/biomet/86.1.213
© 1999 by Biometrika Trust
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A fast efficient technique for the estimation of frequency: interpretation and generalisation

BG Quinn

Department of Mathematics, UMIST, PO Box 88, Manchester M60 1QD, UK barry.quinn@umist.ac.uk

In Quinn & Fernandes (1991), an iterative technique was presented for the estimation of the frequency of a sinusoid in the presence of noise. The technique is more robust to poor initial estimates than is the periodogram maximiser. A generalisation to the case of multiple sinusoids is presented in this paper, and it is shown that the original estimator may be interpreted as the maximiser of a smoothed version of the periodogram.

Keywords:Frequency estimation; Periodogram; Sinusoidal regression.


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