Recursive algorithms for the estimation of frequencies of sinusoids

Concerns the recursive estimation of frequencies of sinusoids in noise. Various techniques are reviewed and different ways of constructing the instruments in the extended instrumental variable method are proposed. The consistency effect of a finite-data window is studied in the case where the instruments are sinewaves of preselected frequencies. An optimal length window is derived and using a sensitivity analysis the most appropriate sampling rate for the frequency to be estimated is obtained