Consistent method for estimating sinusoidal frequencies: a non-iterative approach

Abstract

In this paper,we consider the problem of estimating the sinusoidal frequencies by a non-iterative technique. We establish the strong consistency of the proposed estimate. We further propose a modification of the non-iterative technique. It is observed in the simulation study that the proposed method works very well for reasonably small sample sizes. The mean squared errors of the proposed method reaches the Cramer-Rao lower bound in many situations. We also propose three different confidence intervals and compare their performances by simulation.