Maximizing the periodogram

Quinn, B.G., McKilliam, R. G. and Clarkson, I.V.L. (2008). Maximizing the periodogram. In: R. W. Miller and T. W. Mayne, Globecom. IEEE Global Telecommunications Conference 2008.. Global Telecommunications Conference, New Orleans, LA, United States, (3478-3482). 30 November - 4 December 2008. doi:10.1109/GLOCOM.2008.ECP.668

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Author Quinn, B.G.
McKilliam, R. G.
Clarkson, I.V.L.
Title of paper Maximizing the periodogram
Conference name Global Telecommunications Conference
Conference location New Orleans, LA, United States
Conference dates 30 November - 4 December 2008
Proceedings title Globecom. IEEE Global Telecommunications Conference 2008.
Journal name Globecom 2008 - 2008 Ieee Global Telecommunications Conference
Place of Publication Piscataway, NJ, United States
Publisher IEEE
Publication Year 2008
Sub-type Fully published paper
DOI 10.1109/GLOCOM.2008.ECP.668
ISBN 9781424423248
ISSN 1930-529X
Editor R. W. Miller
T. W. Mayne
Start page 3478
End page 3482
Total pages 5
Collection year 2009
Language eng
Abstract/Summary 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.
Subjects 970109 Expanding Knowledge in Engineering
090609 Signal Processing
970101 Expanding Knowledge in the Mathematical Sciences
Keyword Periodogram
Q-Index Code E1
Q-Index Status Confirmed Code
Institutional Status Non-UQ

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