Estimation for Transients in the Frequency Domain

Katsuto Tanaka · Journal of the American Statistical Association · 1983

We consider the frequency domain approach for analyzing data that have been contaminated by transients. After formulating an additive model for transients, we suggest frequency domain estimation procedures. Part of our approach is much like complex demodulation, and this approach enables us to estimate separately the parameters for the transient and noise parts. Some simulation experiments are conducted to examine the properties of our estimates.

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