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An Iterative Filtering Algorithm For Non‐Fourier Frequency Estimation

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  • Benjamin Kedem
  • James Troendle

Abstract

. We study an iterative filtering method to estimate frequencies of random Gaussian sinusoids in white noise. The method uses higher order crossings and takes advantage of a fixed point to guide the use of bandpass filtering in an attempt effectively to increase the signal‐to‐noise ratio. At each iteration the expected zero‐crossing rate is estimated from independent time series. Convergence occurs with any prespecified probability less than one.

Suggested Citation

  • Benjamin Kedem & James Troendle, 1994. "An Iterative Filtering Algorithm For Non‐Fourier Frequency Estimation," Journal of Time Series Analysis, Wiley Blackwell, vol. 15(1), pages 45-63, January.
    • Handle: RePEc:bla:jtsera:v:15:y:1994:i:1:p:45-63
    DOI: 10.1111/j.1467-9892.1994.tb00176.x
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