Frequency estimation performance of several weighted Burg algorithms

The frequency estimation performance of a set of weighted Burg algorithms is investigated for single complex and real sinusoids in noise. It is demonstrated that in the complex case, an extension of Ibrahim´s (1987, 1989) modification of Kaveh and Lipert´s (1983) optimum tapered Burg algorithm meets the Cramer-Rao lower bound for a sufficiently high signal-to-noise ratio and a sufficiently large model order. This is in contrast with the original Burg method. In the case of a real sinusoid, the same algorithm most closely approaches this bound, making it the technique of choice for both applications. Spectral resolution is addressed briefly