Title :
New efficient LS and SVD based techniques for high-resolution frequency estimation
Author :
Moustakides, George V. ; Berberidis, Kostas
Author_Institution :
Dept. of Comput. Eng. & Inf., Patras Univ., Greece
fDate :
1/1/1995 12:00:00 AM
Abstract :
New least squares and singular value decomposition based methods for the estimation of the frequencies of complex sinusoids in white noise are presented. The methods are based on a new symmetric prediction problem that has some very useful properties leading to algorithms that have considerably reduced complexity. The new symmetric predictor is superior in performance as compared to the well known symmetric Smoother and has a performance comparable to other well known methods. Finally a new LS based method, which combines the new prediction technique with the FBLP method is proposed. This method performs slightly better than the FBLP offering at the same time a significant computational saving. As a by-product in the derivation of the new methods is the establishment of some useful properties concerning the eigenstructure of Hermitian and Persymmetric matrices
Keywords :
Hermitian matrices; eigenvalues and eigenfunctions; frequency estimation; least squares approximations; prediction theory; signal resolution; singular value decomposition; white noise; FBLP method; Hermitian matrices; Persymmetric matrices; SVD; algorithms; complex sinusoids; eigenstructure; high-resolution frequency estimation; least squares method; reduced complexity; singular value decomposition; symmetric prediction problem; white noise; Computational complexity; Frequency estimation; Helium; Least squares approximation; Parameter estimation; Signal to noise ratio; Singular value decomposition; Spectral analysis; Speech processing; White noise;
Journal_Title :
Signal Processing, IEEE Transactions on