Title :
Study of the statistical performance of the Pisarenko harmonic decomposition method
Author :
Stoica, Petre ; Nehorai, Arye
Author_Institution :
Dept. of Autom. Control, Polytech. Inst. of Bucharest, Romania
fDate :
4/1/1988 12:00:00 AM
Abstract :
A self-contained statistical analysis of the Pisarenko method for estimating sinusoidal frequencies from signal measurements corrupted by white noise is presented. An explicit formula is provided for the asymptotic covariance matrix of the joint estimation errors of the minimum eigenvalue and the minimum eigenfilter coefficients of the data covariance matrix. A numerical study of the performance of the Pisarenko method, and a comparison with the performance achieved by the Yule-Walker method are also reported.
Keywords :
eigenvalues and eigenfunctions; signal processing; statistical analysis; white noise; Pisarenko harmonic decomposition; Yule-Walker method; asymptotic covariance matrix; data covariance matrix; eigenfilter coefficients; eigenvalue; joint estimation errors; signal measurements; sinusoidal frequency estimation; statistical analysis; white noise;
Journal_Title :
Radar and Signal Processing, IEE Proceedings F
