DocumentCode :
1003220
Title :
Subspace fitting approaches for frequency estimation using real-valued data
Author :
Mahata, Kaushik
Author_Institution :
Center for Complex Dynamic Syst. & Control, Univ. of Newcastle, Callaghan, NSW, Australia
Volume :
53
Issue :
8
fYear :
2005
Firstpage :
3099
Lastpage :
3110
Abstract :
A novel data covariance model has recently been proposed for the subspace-based estimation of multiple real-valued sine wave frequencies. In this paper, we develop weighted subspace fitting approaches using this new data model. A new parameterization of the noise subspace is proposed. This parameterization is used to solve the subspace fitting problem analytically. An expression for the residual covariance matrix is derived. This covariance matrix is further used to obtain an optimally weighted Gauss-Markov estimator. A computationally efficient suboptimal weighting is also proposed, and the associated estimator is close to the Gauss-Markov estimator in performance. The suboptimal weighting strategy is quite general and can be used in other related applications. The performance of the algorithms are illustrated using numerical simulations. The proposed subspace fitting approach shows improved resolution performance. It is also robust to additive noise.
Keywords :
AWGN; Markov processes; covariance matrices; frequency estimation; signal resolution; spectral analysis; Gauss-Markov estimator; additive noise; data covariance model; frequency estimation; noise parameterization; real-valued data; residual covariance matrix; sine wave frequency; spectral analysis; subspace fitting approach; Algorithm design and analysis; Councils; Covariance matrix; Data models; Frequency estimation; Gaussian processes; Numerical simulation; Signal resolution; Signal to noise ratio; Ultrasonic imaging; Frequency estimation; real-valued data; spectral analysis; subspace methods; weighted subspace fitting;
fLanguage :
English
Journal_Title :
Signal Processing, IEEE Transactions on
Publisher :
ieee
ISSN :
1053-587X
Type :
jour
DOI :
10.1109/TSP.2005.851129
Filename :
1468503
Link To Document :
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