Parameter estimation for harmonic sinusoidal signals

A Markov-like weighted least squares (WLS) estimator is presented herein for harmonic sinusoidal parameter estimation. The estimator involves two distinct steps whereby it first obtains a set of initial parameter estimates that neglect the harmonic structure by some standard sinusoidal parameter estimation technique, and then the initial parameter estimates are refined via a WLS fit. It is found that the proposed estimator achieves similar performance to the optimal nonlinear least squares method when the signal-to-noise ratio (SNR) is moderate or high, but at a significantly reduced computational complexity. Furthermore, the former is shown to have a lower threshold SNR than the latter.