Frequency estimation based on the cumulated Lomb-Scargle periodogram

Céline Lévy-Leduc (1) , Éric Moulines (1) , François Roueff (1)

1 LTCI - Laboratoire Traitement et Communication de l'Information

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.

Mots clés: Irregular sampling; Semiparametric estimation; Cumulated Lomb-Scargle periodogram.; Period estimation; Frequency estimation; Cumulated Lomb-Scargle periodogram

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Céline Lévy-Leduc, Éric Moulines, François Roueff. Frequency estimation based on the cumulated Lomb-Scargle periodogram. 2007. ⟨hal-00133933v2⟩