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.