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 the… CONTINUE READING
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