The Influence of Windowing on Bias and Variance of DFT-Based Frequency and Phase Estimation

Author

Schuster, Stefan ; Scheiblhofer, Stefan ; Stelzer, Andreas

Author_Institution

Inst. for Commun. & Inf. Eng., Johannes Kepler Univ., Linz

Volume

58

Issue

6

fYear

2009

fDate

6/1/2009 12:00:00 AM

Firstpage

1975

Lastpage

1990

Abstract

In sinusoidal parameter-estimation problems for measurement applications, discrete spectra with high dynamic range are often under investigation. To suppress unwanted interference effects (ldquoleakagerdquo) in the discrete Fourier transform (DFT) spectrum, the application of data windows is common practice. In this paper, the influence of windowing on the bias and variance of the frequency and phase estimates, calculated via the DFT, is investigated. Furthermore, the effect of choosing different sampling start times on both the bias and the variance is discussed.

Keywords

discrete Fourier transforms; frequency estimation; interference suppression; phase estimation; DFT-based frequency estimation; data windows; discrete Fourier transform spectrum; discrete spectra; interference suppression; phase estimation; sinusoidal parameter-estimation problems; Cramér–Rao lower bound (CRLB); CramÉr–Rao lower bound (CRLB); frequency estimation; periodogram; phase estimation; sinusoidal parameter estimation; windowing;

fLanguage

English

Journal_Title

Instrumentation and Measurement, IEEE Transactions on

Publisher

ieee

ISSN

0018-9456

Type

jour

DOI

10.1109/TIM.2008.2006131

Filename

4674598