• DocumentCode
    1875726
  • Title

    On spectral and root forms of sinusoidal frequency estimators

  • Author

    Stoica, Petre ; Söderström, Torsten

  • Author_Institution
    Dept. of Autom. Control, Polytech. Inst. of Bucharest, Romania
  • fYear
    1991
  • fDate
    14-17 Apr 1991
  • Firstpage
    3257
  • Abstract
    Two forms for retrieving sinusoidal frequencies from an estimated characteristic polynomial, the root form and the spectral form, are examined. It is proved that both forms give frequency estimates with the same asymptotic covariance matrix, regardless of the (consistent) method used to estimate the characteristic polynomial. The finite sample case is examined by means of Monte Carlo simulations for a specific method used to estimate the characteristic polynomial. It is shown that the root form has a distinctly smaller failure rate than the spectral form. However, it is shown that in the successful realizations the forms have nearly identical mean square errors
  • Keywords
    Monte Carlo methods; parameter estimation; polynomials; signal processing; Monte Carlo simulations; characteristic polynomial; mean square errors; root form; signal processing; sinusoidal frequency estimators; spectral form; Automatic control; Control system analysis; Estimation error; Frequency estimation; Harmonic analysis; Multiple signal classification; Polynomials; Signal analysis;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, 1991. ICASSP-91., 1991 International Conference on
  • Conference_Location
    Toronto, Ont.
  • ISSN
    1520-6149
  • Print_ISBN
    0-7803-0003-3
  • Type

    conf

  • DOI
    10.1109/ICASSP.1991.150148
  • Filename
    150148