Frequency estimation from crossings of an observed mean level
(1976) In Biometrika 63(3). p.507512 Abstract
 By counting the number of upcrossings of the mean level by a stationary Gaussian process one can estimate the mean frequency of the process. If the mean level is unknown and estimated from the observed mean level, then this crossing estimator is more or less biased, depending on the length of the observation interval. It is shown that if the interval is at least two mean wavelengths, then the bias is small and of the same order as the standard deviation of a certain unbiased zero crossing estimator. Therefore the crossing method gives a simple and reliable technique for automatic estimation of the mean frequenoy of a process over long periods of time, which may involve changes in the mean level and covariance function.
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/record/1273150
 author
 Åke, Björnham and Lindgren, Georg ^{LU}
 publishing date
 1976
 type
 Contribution to journal
 publication status
 published
 subject
 keywords
 Estimation of the mean, Level crossings, Mean frequency, Spectral moment, Stationary normal process, Time series estimation
 in
 Biometrika
 volume
 63
 issue
 3
 pages
 507  512
 publisher
 Biometrika Trust
 external identifiers

 scopus:0017109038
 ISSN
 00063444
 DOI
 10.1093/biomet/63.3.507
 language
 English
 LU publication?
 no
 id
 bdcf7b4ffd1340e99dc0601b91cbcc37 (old id 1273150)
 alternative location
 http://ida.lub.lu.se/cgibin/oup_local/biomet/63_3/633507.pdf
 date added to LUP
 20090602 16:23:17
 date last changed
 20180107 10:27:43
@article{bdcf7b4ffd1340e99dc0601b91cbcc37, abstract = {By counting the number of upcrossings of the mean level by a stationary Gaussian process one can estimate the mean frequency of the process. If the mean level is unknown and estimated from the observed mean level, then this crossing estimator is more or less biased, depending on the length of the observation interval. It is shown that if the interval is at least two mean wavelengths, then the bias is small and of the same order as the standard deviation of a certain unbiased zero crossing estimator. Therefore the crossing method gives a simple and reliable technique for automatic estimation of the mean frequenoy of a process over long periods of time, which may involve changes in the mean level and covariance function.}, author = {Åke, Björnham and Lindgren, Georg}, issn = {00063444}, keyword = {Estimation of the mean,Level crossings,Mean frequency,Spectral moment,Stationary normal process,Time series estimation}, language = {eng}, number = {3}, pages = {507512}, publisher = {Biometrika Trust}, series = {Biometrika}, title = {Frequency estimation from crossings of an observed mean level}, url = {http://dx.doi.org/10.1093/biomet/63.3.507}, volume = {63}, year = {1976}, }