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Cited by 2,739

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Linear Regression Analysis

·2016·Time Series with Mixed Spectra

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
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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Linear Regression Analysis. (2016). Time Series with Mixed Spectra. https://doi.org/10.1201/b15154-8

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