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 L p 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 L p 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 L p 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
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