DocumentCode
776923
Title
A fast and accurate single frequency estimator
Author
Kay, Steven
Author_Institution
Dept. of Electr. Eng., Rhode Island Univ., Kingston, RI, USA
Volume
37
Issue
12
fYear
1989
fDate
12/1/1989 12:00:00 AM
Firstpage
1987
Lastpage
1990
Abstract
A novel frequency estimator for a single complex sinusoid in complex white Gaussian noise is proposed. The estimator is more computationally efficient that the optimal maximum-likelihood estimator yet attains equally good performance at moderately high signal-to-noise ratios. The estimator is shown to be related to the linear prediction estimator. This relationship is used to reveal why the linear prediction estimator does not attain the Cramer-Rao bound even at high signal-to-noise ratios
Keywords
filtering and prediction theory; random noise; Cramer-Rao bound; complex white Gaussian noise; linear prediction estimator; maximum-likelihood estimator; prediction theory; single frequency estimator; Frequency estimation; Gaussian noise; Gaussian processes; High performance computing; Least squares approximation; Maximum likelihood estimation; Phase estimation; Random variables; Signal processing; Signal to noise ratio;
fLanguage
English
Journal_Title
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
0096-3518
Type
jour
DOI
10.1109/29.45547
Filename
45547
Link To Document