On estimating the frequency of a sinusoid in autoregressive multiplicative noise

@article{Besson1993OnET,
title={On estimating the frequency of a sinusoid in autoregressive multiplicative noise},
author={Olivier Besson and Francis Castanie},
journal={Signal Processing},
year={1993},
volume={30},
pages={65-83}
}

In classical spectral or frequency estimation, generally, the case of sinusoids embedded in additive noise is studied. Since this model is not relevant in some cases, this paper considers a new multiplicative model denoted ARCOS: a sinusoid amplitude modulated by a random autoregressive process. The spectral properties of such a model are derived and used to define a new frequency estimator. Modified versions of the corresponding algorithm are proposed and a theoretical formula for theâ€¦Â CONTINUE READING