Constrained total least squares applied to frequency estimation of sinusoids

Author

Abatzoglou, Theagenis T. ; Soon, Victor

Author_Institution

Lockheed Missiles & Space Co. Inc., Sunnyvale, CA, USA

fYear

1988

fDate

3-5 Aug 1988

Firstpage

250

Lastpage

252

Abstract

Constrained total least squares (CTLS) is a technique for solving an overdetermined system of equations Ax=b that tries to remove the noise present in A and b while simultaneously exploiting the algebraic structure of the noise in A and b. The CTLS method is applied to the problem of estimating the frequencies of sinusoids in white noise. For the case of 25 samples, a sampling rate of 1 Hz, and two sinusoids whose frequency separation is 0.02, the resulting root-mean-square error of the CTLS technique is very close to that of the maximum likelihood estimator up to 3 dB signal-to-noise ratio

Keywords

filtering and prediction theory; parameter estimation; signal processing; spectral analysis; algebraic structure; constrained total least squares; frequency estimation; noise; overdetermined system; root-mean-square error; sinusoids; Eigenvalues and eigenfunctions; Equations; Frequency estimation; Least squares approximation; Least squares methods; Maximum likelihood estimation; Missiles; Sampling methods; Signal to noise ratio; White noise;

fLanguage

English

Publisher

ieee

Conference_Titel

Spectrum Estimation and Modeling, 1988., Fourth Annual ASSP Workshop on

Conference_Location

Minneapolis, MN

Type

conf

DOI

10.1109/SPECT.1988.206201

Filename

206201