Closed-form unbiased frequency estimation of a noisy sinusoid using notch filters

In this note, the problem of the frequency estimation of a sinusoid embedded in white noise is considered. The approach used herein is the minimization of the sample variance of the output of constrained notch filters fed by the noisy sinusoid. In particular, this note focuses on closed-form expressions of the frequency estimate, which can be obtained using notch filters having an all-zeros finite-impulse response (FIR) structure. The results presented in this note are as follows: 1) it is shown that the FIR notch filters obtained from standard second-order infinite-impulse response (IIR) filters are inadequate; 2) a new second-order IIR notch filter is proposed, which provides an unbiased estimate of the frequency; 3) the FIR filter obtained from the new IIR filter provides a closed-form unbiased frequency estimate; and 4) the closed-form frequency estimate obtained using the new FIR notch filter asymptotically converges toward the Pisarenko harmonic decomposition estimator and the Yule-Walker estimator.