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arXiv · 0801.0158

Frequency estimation based on the cumulated Lomb-Scargle periodogram

Céline Lévy-Leduc·Eric Moulines·François Roueff
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Abstract

We consider the problem of estimating the period of an unknown periodic function observed in additive noise sampled at irregularly spaced time instants in a semiparametric setting. To solve this problem, we propose a novel estimator based on the cumulated Lomb-Scargle periodogram. We prove that this estimator is consistent, asymptotically Gaussian and we provide an explicit expression of the asymptotic variance. Some Monte-Carlo experiments are then presented to support our claims.

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Céline Lévy-Leduc, Eric Moulines, François Roueff. 2007-12-30. Frequency estimation based on the cumulated Lomb-Scargle periodogram. https://arxiv.org/abs/0801.0158

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