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Title: Maximizing the periodogram
Related: IEEE Global Telecommunications Conference (2008) (30 November - 04 December 2008 : New Orleans)
Related: Miller, Richard W.. 2008 IEEE Global Telecommunications Conference : New Orleans, Louisiana, 30 November 2008-04 December 2008, p.1-5
DOI: 10.1109/GLOCOM.2008.ECP.668
Publisher: Piscataway, NJ, USA : IEEE Press
Date: 2008
FoR/RFCD Code(s): 100600 Computer Hardware
Author/Creator: Quinn, Barry G
Author/Creator: McKilliam, Robby G
Author/Creator: Clarkson, I. Vaughan L
Description: It has been well known for at least twenty years that computing the maximizer of the periodogram, in order to estimate the unknown frequency in a noisy sinusoid, is problematic. In particular, because the periodogram is highly nonlinear, a grid size of order o (T⁻¹) is needed to find the maximizer reliably, where T is the sample size, and that Newton's method may fail to find the zero of the first derivative of the periodogram closest to the maximizer of the periodogram calculated, for example, using the FFT. In this paper, we show that Newton's method does, in fact, work if it is applied to an appropriately chosen monotonic function of the periodogram.
Description: 5 page(s)
Subject Keyword: 100600 Computer Hardware
Resource Type: conference paper
Organisation: Macquarie University. Dept. of Statistics

Identifier: http://hdl.handle.net/1959.14/105486
Identifier: ISBN:9781424423248
Identifier: mq-rm-2007009911
Language: eng
Rights: Copyright 2008 IEEE. Reprinted from 2008 IEEE Global Telecommunications Conference : New Orleans, Louisiana, 30 November 2008-04 December 2008. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Macquarie University’s products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to pubs-permissions@ieee.org. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.
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