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Linear Regression Analysis
Abstract
Estimation of the amplitude and phase parameters of the sinusoids when the frequencies are known a priori is called linear trigonometric (or harmonic) re- gression. It is a special linear regression problem that can be solved by standard techniques. Although treatments on basic linear regression analysis are abun- dant, this chapter has some unique features. For example, we consider both real-and complex-valued data in a unified manner, which is rarely done in other treatments. We also consider the implications of closely spaced frequencies on amplitude and phase estimation.
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Metadata
- Venue
- Time Series with Mixed Spectra
- Publisher
- Chapman and Hall/CRC
- Published
- 2016-04-19
- Pages
- 121-176
- OpenAlex
- W2102041666
- Cited by
- 2,739
- References
- 0
- FWCI
- 382.35
- Type
- book chapter
- Language
- en
- Open access
- closed
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