Type: Seminar

Distribution: World

Expiry: 25 May 2012

Auth: uri@purix (assumed)

Barry Quinn Department of Statistics Macquarie University Location: Carslaw 273 Time: 2pm Friday, May 25, 2012 Title: Estimating the period of a Point Process/ Estimating the parameters in an exponentially damped sinusoid Abstract: The motivation for the first problem is from passive radar. Pulses are received from a radar emitter and the times of arrival recorded. However, some pulses may not be recorded and some may be recorded more than once. There is also additive noise in the recorded times. The model for the arrival times is a linear regression with unknown but integer-valued independent variable. The slope represents the period of transmission, and is known to lie in an interval for which the upper limit is twice the lower. Two estimation methods are suggested, and their asymptotic properties discussed. The work has been conducted jointly with Vaughan Clarkson of the University of Queensland, and Robby McKilliam of the University of South Australia. I started working on the second problem when my son James came home from his Sydney University Physics practical with some data from a damped mass-spring system, for which he had to estimate the period or frequency and the damping coefficient. The first solution to the problem was obtained by Prony (1795). We have adapted a simple technique I developed for frequency estimation, based on Fourier coefficients. I shall discuss the asymptotic theory and the simple ideas behind the development of the algorithm.

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