Title :
Analysis of the variance threshold of Kay´s weighted linear predictor frequency estimator
Author :
Clarkson, Vaughan ; Kootsookos, Peter J. ; Quinn, Barry G.
Author_Institution :
Electron. Warfare Div., Defence Sci. & Technol. Organ., Salisbury, SA, Australia
fDate :
9/1/1994 12:00:00 AM
Abstract :
A theoretical approximation for the variance of Kay´s weighted linear predictor frequency estimator is derived. From this expression, an inequality describing the variance threshold of the estimator is found. The window weights are then optimized to improve the variance. Numerical simulations demonstrate that the variance approximations are valid for medium to high signal-to-noise ratios or for large numbers of samples
Keywords :
filtering and prediction theory; minimisation; parameter estimation; signal processing; Kay´s weighted linear predictor frequency estimator; inequality; signal-to-noise ratio; variance threshold; window weights optimization; Amplitude estimation; Analysis of variance; Australia; Frequency estimation; Marine vehicles; Noise robustness; Numerical simulation; Phase noise; Random variables; Signal to noise ratio;
Journal_Title :
Signal Processing, IEEE Transactions on
