The estimation of the instantaneous amplitudes of sum of sinusoids with unknown frequencies and phases: The martingale approach

Authors:
A. Abutaleb
Affiliations:
Cairo University, School of Engineering, Department of Systems and Bioengineering, Giza, Egypt
Venue:
Signal Processing
Year:
2013

Citing 5
Cited 0

A stochastic calculus model of continuous trading: optimal portfolios

Mathematics of Operations Research
Estimation of the instantaneous amplitude and frequency of non-stationary short-time signals

Signal Processing
Optimal and suboptimal smoothing algorithms for identification of time-varying systems with randomly drifting parameters

Automatica (Journal of IFAC)
Estimation of the instantaneous amplitude and the instantaneous frequency of audio signals using complex wavelets

Signal Processing
Nonlinear modeling and processing of speech based on sums of AM-FMformant models

IEEE Transactions on Signal Processing

Quantified Score

Hi-index	0.08

Visualization

Abstract

The martingale optimality principle is used to estimate the positive time-varying amplitudes that appear in the sum of sinusoids models. A closed form expression is obtained for the estimates of the time-varying amplitudes. These estimates are then embedded into the observation equation and nonlinear optimization methods are used to find the unknown frequencies. Given are examples and comparisons to existing methods.