Signal-Phase Estimation in a Nonparametric Situation

The authors consider the problem of estimating the phase of a periodic signal when the form of the signal is unknown but can be estimated on the basis of additional observations. A lower bound for the quality of phase estimation, and the estimate on which this bound is asymptotically attained, are determined. The problem of optimum division of the observation time into two parts (signal identification and phase estimation) is examined.