Title :
On the performance of the weighted linear predictor frequency estimator
Author_Institution :
Uppsala Univ., Sweden
fDate :
12/1/1995 12:00:00 AM
Abstract :
A statistical analysis of Kay´s (1989) weighted linear predictor frequency estimator was carried out. Using a different analysis technique to that employed in that paper, the asymptotic variance of the weighted linear predictor frequency estimator is derived
Keywords :
frequency estimation; prediction theory; statistical analysis; asymptotic variance; performance; statistical analysis; weighted linear predictor frequency estimator; Analysis of variance; Colored noise; Data analysis; Frequency estimation; Numerical simulation; Performance analysis; Signal to noise ratio; Statistical analysis; Taylor series; White noise;
Journal_Title :
Signal Processing, IEEE Transactions on
