Linear Regression Analysis

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.