On the accuracy of frequency determination by an autoregressive spectral estimator

Mathematics – Probability

Scientific paper

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Astronomical Spectroscopy, Autoregressive Processes, Frequency Shift, Spectrum Analysis, Fourier Analysis, Least Squares Method, Probability Distribution Functions, Random Noise, Statistical Analysis

Scientific paper

Numerical tests are used to calculate the probability distribution function of the peak location, in the present study of frequency determination accuracy for an autoregressive spectral estimation least squares technique. This technique is compared with the Fourier method, and its autoregressive filter order is optimized for minimum peak location variance. Simple sinusoidal signals with additive Gaussian noise are considered, and it is generally found that a filter order between 1/3 and 1/2 of the total data number, and relatively sparse data sampling, yields the most stable spectrum. Numerical results are obtained.

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