• 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