DocumentCode :
737892
Title :
Unitary PUMA Algorithm for Estimating the Frequency of a Complex Sinusoid
Author :
Qian, Cheng ; Huang, Lei ; So, Hing Cheung ; Sidiropoulos, Nicholas D. ; Xie, Junhao
Author_Institution :
Department of Electronics and Information Engineering, Harbin Institute of Technology, Harbin, China
Volume :
63
Issue :
20
fYear :
2015
Firstpage :
5358
Lastpage :
5368
Abstract :
One-dimensional (1-D) and two-dimensional (2-D) frequency estimation for a single complex sinusoid in white Gaussian noise is a classic signal processing problem with numerous applications. It is revisited here through a new unitary principal-singular-vector utilization modal analysis (PUMA) approach, which is realized in terms of real-valued computations. The 2-D unitary PUMA is first formulated as an iteratively weighted least squares optimization problem. Recognizing that only one iteration is sufficient when 2-D unitary PUMA is initialized using least squares, a computationally attractive closed-form solution is then obtained. A variant of 2-D unitary PUMA is also developed for the 1-D case. Due to the real-valued computations and closed-form expression for the frequency estimate, the unitary PUMA is more computationally efficient than a number of state-of-the-art methods. Furthermore, the asymptotic variances of 1-D and 2-D unitary PUMA estimators are theoretically derived, and numerical results are included to demonstrate the effectiveness of the proposed methods.
Keywords :
Accuracy; Computational complexity; Estimation; Frequency estimation; Optimization; Signal processing algorithms; Signal to noise ratio; Complex sinusoid; frequency estimation; subspace method; weighted least squares;
fLanguage :
English
Journal_Title :
Signal Processing, IEEE Transactions on
Publisher :
ieee
ISSN :
1053-587X
Type :
jour
DOI :
10.1109/TSP.2015.2454471
Filename :
7152983
Link To Document :
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