Abstract
An estimation method of time varying peak frequencies of power spectrum is proposed. The method is based on a new nonlinear model that has peak frequencies of power spectrum as time varying parameters. Estimation of time varying peaks is done with the aid of non-Gaussian filtering method. Time invariant parameters contained in the model is numerically obtained by maximizing the likelihood function. The order of the model is determined by Akaike information criterion (AIC). The model selection among several models is also done by AIC. Model extension to have time invariant factors of power spectrum has been done. Numerical experiments with artificially generated data are shown at the end of this paper.
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