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Statistical Signal Processing Frequency Estimation Second Edition

Statistical Signal Processing

Swagata Nandi Debasis Kundu •

Statistical Signal Processing Frequency Estimation Second Edition

123

Swagata Nandi Theoretical Statistics and Mathematics Unit Indian Statistical Institute New Delhi, Delhi, India

Debasis Kundu Department of Mathematics and Statistics Indian Institute of Technology Kanpur Kanpur, Uttar Pradesh, India

ISBN 978-981-15-6279-2 ISBN 978-981-15-6280-8 https://doi.org/10.1007/978-981-15-6280-8

(eBook)

1st edition: © The Author(s) 2012 2nd edition: © Springer Nature Singapore Pte Ltd. 2020 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, expressed or implied, with respect to the material contained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. This Springer imprint is published by the registered company Springer Nature Singapore Pte Ltd. The registered company address is: 152 Beach Road, #21-01/04 Gateway East, Singapore 189721, Singapore

To my mother and to the memory of my father S. Nandi To my mother and to the memory of my father D. Kundu

Preface to the Second Edition

The first edition of this book was written in 2012 as a Springer Brief, and the main emphasis was on the sinusoidal model. It was written in response to an invitation from Springer to write an extended review on this particular topic targeting the Statistics community. The main idea was to introduce to the Statistics community the class of problems from the Statistical Signal Processing area which would be of interest to them. We had the intention to extend it to a full-fledged research monograph in the future. Since the first edition has been published, an extensive amount of work has been done in some of the related areas. Two Ph.D. theses have been written at the Indian Institute of Technology, Kanpur, in the Department of Mathematics and Statistics dealing with different problems associated with chirp and some related models. Interesting connections have been made w