A closed form frequency estimator for a noisy sinusoid

Author

So, H.C.

Author_Institution

Dept. of Comput. Eng. & Inf. Technol., City Univ. of Hong Kong, Kowloon, China

Volume

2

fYear

2002

fDate

4-7 Aug. 2002

Abstract

Based on the linear prediction property of sinusoidal signals, a closed form unbiased frequency estimator for a real sinusoid in white noise is proposed. The frequency estimate derives from minimizing a constrained least squares cost function and it is simple to implement either in batch or recursive mode. The relationship of the proposed method with the well-known Pisarenko harmonic decomposer (PHD) is also examined. Computer simulations are included to contrast the estimator performance with the PHD as well as the Cramer-Rao lower bound.

Keywords

frequency estimation; harmonic analysis; least squares approximations; prediction theory; signal processing; white noise; Cramer-Rao lower bound; Pisarenko harmonic decomposer; batch mode; closed form unbiased frequency estimator; computer simulations; constrained least squares cost function minimization; estimator performance; linear prediction property; noisy sinusoid; recursive mode; sinusoidal signals; white noise; Cost function; Frequency estimation; Frequency shift keying; Gaussian noise; Maximum likelihood estimation; Noise level; Phase noise; Power harmonic filters; Signal processing; White noise;

fLanguage

English

Publisher

ieee

Conference_Titel

Circuits and Systems, 2002. MWSCAS-2002. The 2002 45th Midwest Symposium on

Print_ISBN

0-7803-7523-8

Type

conf

DOI

10.1109/MWSCAS.2002.1186822

Filename

1186822