Title :
Estimation of frequency, amplitude, and phase from the DFT of a time series
Author_Institution :
Dept. of Math. & Comput. Sci., London Univ., UK
fDate :
3/1/1997 12:00:00 AM
Abstract :
In a previous paper, a frequency estimator using only three Fourier coefficients was introduced, which has asymptotic variance of order T-3. In this correspondence, a similar technique of Rife and Vincent (1970) is shown to have asymptotic variance of larger order. A new estimator is introduced that has asymptotic variance Less than 1.65 times the CRLB
Keywords :
amplitude estimation; discrete Fourier transforms; frequency estimation; phase estimation; signal processing; time series; DFT; Fourier coefficients; amplitude estimation; asymptotic variance; frequency estimation; phase estimation; time series; Amplitude estimation; Discrete Fourier transforms; Equations; Frequency estimation; Least squares approximation; Phase estimation;
Journal_Title :
Signal Processing, IEEE Transactions on
