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• W2150840903 abstract "Stochastic calculus methods are used to estimate the instantaneous frequency of a signal. The frequency is modeled as a polynomial in time. It is assumed that the phase has a Brownian-motion component. Using stochastic calculus, one is able to develop a stochastic differential equation that relates the observations to instantaneous frequency. Pseudo-maximum likelihood estimates are obtained through Girsanov theory and the Radon-Nikodym derivative. Bootstrapping is used to find the bias and the confidence interval of the estimates of the instantaneous frequency. An approximate expression for the Cramér-Rao lower bound is derived. An example is given, and a comparison to existing methods is provided." @default.
• W2150840903 created "2016-06-24" @default.
• W2150840903 creator A5049249438 @default.
• W2150840903 date "2005-07-28" @default.
• W2150840903 modified "2023-09-26" @default.
• W2150840903 title "Instantaneous Frequency Estimation Using Stochastic Calculus and Bootstrapping" @default.
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• W2150840903 doi "https://doi.org/10.1155/asp.2005.1886" @default.
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