Some New Results on the Estimation of Sinusoids in Noise

This thesis has been printed with Computer Modern 10pt and been typeset using LATEX2ε on a computer running the GNU/Linux operating system. All of the figures have been created using GNUPLOT, PGF and the macro packages TikZ and PGFPLOTS. Simulations have been run in MatlabTM. This thesis is concerned with the problem of estimating sinusoidal parameters from noisy observations. This field of research is applicable to solving problems in a large number of areas such as music and speech processing, electrocardiography, seismology, radar and sonar processing, astronomy, meteorology, and economics, and in this thesis a number of rather diverse contributions are made to this field of research. These contributions include new results and algorithms in relation to model comparison and selection, fundamental frequency estimation, inference in dynamic sinusoidal models, and filtering methods. In the introductory part of this thesis, an overview over the modelling and inference problem is given, and the most important methods for solving these problems are briefl