DocumentCode
294841
Title
Constrained least-squares estimation of a random amplitude sinusoid
Author
Besson, Olivier
Author_Institution
Dept. of Avionics & Syst., ENSICA, Toulouse, France
Volume
3
fYear
1995
fDate
9-12 May 1995
Firstpage
1776
Abstract
A new method for estimating the frequency of a random amplitude sinusoid is proposed. It is based upon solving overdetermined Yule-Walker equations using constrained least-squares techniques. A Gauss-Newton algorithm is derived for proceeding to the constrained minimization. Simulation results prove the superiority of the new method over the unconstrained method, specially for a small number of equations
Keywords
Newton method; estimation theory; frequency estimation; least squares approximations; random processes; signal processing; Gauss-Newton algorithm; constrained least-squares estimation; constrained minimization; frequency estimation; overdetermined Yule-Walker equations; random amplitude sinusoid; simulation results; unconstrained method; Aerospace electronics; Amplitude estimation; Amplitude modulation; Doppler radar; Equations; Frequency estimation; Independent component analysis; Least squares methods; Newton method; Polynomials;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1995. ICASSP-95., 1995 International Conference on
Conference_Location
Detroit, MI
ISSN
1520-6149
Print_ISBN
0-7803-2431-5
Type
conf
DOI
10.1109/ICASSP.1995.480080
Filename
480080
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