Basically, given a set of noisy observations for the apparent magnitude of a Cepheid variable, how is this fit to a curve which allows the period, and therefore distance, to be found? Cepheids' luminosity isn't sinusoidal. My first though was to use a Fourier approximation, i.e. fit using least sqaures error to $$L(t) = \sum_{k=0}^na_i\sin(k\omega t)+b_i\cos(k\omega t)$$
For some small $n$, to find the most accurate value of $\omega$, but this model would have serious problems with overfitting to the noisy data. So how is this accomplished? Two possible ideas: first would be to have some sort of addition to the error function which penalizes large coefficients as is usually done with things like logistic regression. The other would be to fit a Fourier approximation to a much less noisy set of observations and then fit just a scalar multiple and new $\omega$ to this curve. What is usually done? I think it's a pretty imporant question to get these values accurately, as we base our determination of Hubble's constant from the periods of Cepheids.