No / Abstract: We develop a novel approach to estimate the n unknown constituent frequencies of a sinusoidal signal that comprises of unknown number, n, of sinusoids of unknown phases and unknown amplitudes. The approach has been applied to multiple sinusoidal signals in the presence of white Gaussian noise with varying signal to noise ratio (SNR). The approach is based on eigenspace analysis of Hankel matrix formed with the samples from averaged frequency spectrum of the signal obtained through multiple measurements. The eigenspace analysis is based on the newly developed 3M relationship which reflects and exploits the relationship between the consecutive sets of Maximum, Middle and Minimum eigenvalues of square symmetric matrix of the Hankel matrix. The 3M relationship exhibits a pattern in line with the order of the Hankel matrix and leads to parametric estimation of the constituent sinusoids. This paper also presents the relationship equation between the size of 3M relationship pattern and the dimensions of the Hankel matrix. The performance of the developed approach has been tested to correctly estimate multiple constituent frequencies within a noisy signal.

Signal acquisition, signal reconstruction and analysis of spectrum of the signal are the three most important steps in signal processing and they are found in almost all of the modern day hardware. In most of the signal processing hardware, the signal of interest is sampled at uniform intervals satisfying some conditions like Nyquist rate. However, in some cases the privilege of having uniformly sampled data is lost due to some constraints on the hardware resources. In this thesis an important problem of signal reconstruction and spectral analysis from nonuniformly sampled data is addressed and a variety of methods are presented. The proposed methods are tested via numerical experiments on both artificial and real-life data sets. The thesis starts with a brief review of methods available in the literature for signal reconstruction and spectral analysis from non uniformly sampled data. The methods discussed in the thesis are classified into two broad categories - dense and sparse methods, the classification is based on the kind of spectra for which they are applicable. Under dense spectral methods the main contribution of the thesis is a non-parametric approach named LIMES, which recovers the smooth spectrum from non uniformly sampled data. Apart from recovering the spectrum, LIMES also gives an estimate of the covariance matrix. Under sparse methods the two main contributions are methods named SPICE and LIKES - both of them are user parameter free sparse estimation methods applicable for line spectral estimation. The other important contributions are extensions of SPICE and LIKES to multivariate time series and array processing models, and a solution to the grid selection problem in sparse estimation of spectral-line parameters. The third and final part of the thesis contains applications of the methods discussed in the thesis to the problem of radial velocity data analysis for exoplanet detection. Apart from the exoplanet application, an application based on Sudoku, which is related to sparse parameter estimation, is also discussed.