Estimation of the Parameters of a Chirp Type Model with Stationary Residuals

Let xn1,.,xnn be the observations from a chirp type statistical model xnt,xnt=acos(ωt+δ/nt2)+bsinωt+δ/nt2+ϵt,where ϵt is a stationary noise. we consider a method of estimation of parameters,a,b,ω,δ,and,(where is the variance of ϵt's) which is basically an approximate least-squares method. the main advantage of the proposed approach is that no assumptions are required. we make use of the three theorems which were established associated with the kernel ∑t=1neiut+vt2 and then use them to prove,under certain conditions,the consistency of the estimators. © 2017 k. perera.