Linear prediction approach for efficient frequency estimation of multiple real sinusoids: algorithms and analyses

Based on the linear prediction property of sinusoidal signals, two constrained weighted least squares frequency estimators for multiple real sinusoids embedded in white noise are proposed. In order to achieve accurate frequency estimation, the first algorithm uses a generalized unit-norm constraint,...

Full description

Saved in:
Bibliographic Details
Published in:IEEE transactions on signal processing 2005-07, Vol.53 (7), p.2290-2305
Main Authors: So, H.C., Kit Wing Chan, Chan, Y.T., Ho, K.C.
Format: Article
Language:English
Subjects:
Algorithm design and analysis
Algorithms
Applied sciences
Computer simulation
Detection, estimation, filtering, equalization, prediction
Estimates
Estimators
Exact sciences and technology
Exact solutions
Frequency estimation
Gaussian noise
Information, signal and communications theory
Iterative algorithms
Iterative methods
Least squares approximation
Linear prediction
Mathematical analysis
Matrices
Maximum likelihood estimation
Military computing
monic constraint
real sinusoids
Signal analysis
Signal and communications theory
Signal to noise ratio
Signal, noise
Telecommunications and information theory
unit-norm constraint
weighted least squares
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:Based on the linear prediction property of sinusoidal signals, two constrained weighted least squares frequency estimators for multiple real sinusoids embedded in white noise are proposed. In order to achieve accurate frequency estimation, the first algorithm uses a generalized unit-norm constraint, while the second method employs a monic constraint. The weighting matrices in both methods are a function of the frequency parameters and are obtained in an iterative manner. For the case of a single real tone with sufficiently large data samples, both estimators provide nearly identical frequency estimates and their performance approaches Crame/spl acute/r-Rao lower bound (CRLB) for white Gaussian noise before the threshold effect occurs. Algorithms for closed-form single-tone frequency estimation are also devised. Computer simulations are included to corroborate the theoretical development and to contrast the estimator performance with the CRLB for different frequencies, observation lengths and signal-to-noise ratio (SNR) conditions.
ISSN:1053-587X
1941-0476
DOI:10.1109/TSP.2005.849154