• DocumentCode
    2951282
  • Title

    Suboptimal robust sinusoidal frequency estimation

  • Author

    Schroeder, Jim ; Hershey, John

  • Author_Institution
    Dept. of Eng., Denver Univ., CO, USA
  • fYear
    1990
  • fDate
    3-6 Apr 1990
  • Firstpage
    2555
  • Abstract
    It has been shown that an Lp normed solution to linear prediction equations may be advantageous in certain time-series modeling applications. Specifically, in the context of sinusoidal frequency estimation from data contaminated by impulsive noise, choosing p=1 may result in less biased frequency estimates. Computing Lp normed solutions requires iterative methods that are computationally expensive. By plotting prediction error filter root migration in the complex z-plane as a function of iteration step one is able to construct a suboptimal weighted least-squares solution. This solution, though not an L p normed solution, is still robust against impulsive noise and is not as computationally expensive as iterating to a true Lp normed solution
  • Keywords
    filtering and prediction theory; parameter estimation; spectral analysis; impulsive noise; iterative methods; linear prediction; prediction error filter root migration; robust estimation; sinusoidal frequency estimation; spectral estimation; suboptimal weighted least-squares solution; time-series modeling; Discrete Fourier transforms; Equations; Filters; Frequency estimation; Gaussian noise; Iterative methods; Least squares approximation; Least squares methods; Noise robustness; Predictive models; Signal resolution; Working environment noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, 1990. ICASSP-90., 1990 International Conference on
  • Conference_Location
    Albuquerque, NM
  • ISSN
    1520-6149
  • Type

    conf

  • DOI
    10.1109/ICASSP.1990.116127
  • Filename
    116127