Asymptotic normality of the LSE for chirp signal parameters

Abstract

A time continuous statistical model of chirp signal observed against the background of stationary Gaussian noise is considered in the paper. Asymptotic normality of the LSE for parameters of such a sinusoidal regression model is obtained.

Keywords

• Chirp signal
• stationary Gaussian stochastic process
• least squares estimate
• strong consistency
• Asymptotic normality
• Fresnel integrals