TY - GEN
T1 - An accurate variance expression of Pisarenko's method for sinusoidal frequency estimation
AU - Chan, K. W.
AU - So, H. C.
PY - 2003
Y1 - 2003
N2 - Pisarenko harmonic decomposition (PHD) method for sinusoidal frequency estimation has been extensively analyzed in the literature. However, none of the analyses can provide an accurate frequency variance expression particularly for small data record lengths and/or high signal-to-noise ratios (SNHs). With the use of a simple variance analysis technique, an exact expression of the PHD variance for single-lone frequency estimation is derived in this paper. An approximate PHD variance formula for sufficiently large data lengths and SNHs, as well as the upper and lower performance bounds are also included. © 2003 IEEE.
AB - Pisarenko harmonic decomposition (PHD) method for sinusoidal frequency estimation has been extensively analyzed in the literature. However, none of the analyses can provide an accurate frequency variance expression particularly for small data record lengths and/or high signal-to-noise ratios (SNHs). With the use of a simple variance analysis technique, an exact expression of the PHD variance for single-lone frequency estimation is derived in this paper. An approximate PHD variance formula for sufficiently large data lengths and SNHs, as well as the upper and lower performance bounds are also included. © 2003 IEEE.
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UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-84904352482&origin=recordpage
U2 - 10.1109/ISSPA.2003.1224923
DO - 10.1109/ISSPA.2003.1224923
M3 - RGC 32 - Refereed conference paper (with host publication)
SN - 0780379462
SN - 9780780379466
VL - 2
SP - 499
EP - 502
BT - Proceedings - 7th International Symposium on Signal Processing and Its Applications, ISSPA 2003
PB - IEEE Computer Society
T2 - 7th International Symposium on Signal Processing and Its Applications, ISSPA 2003
Y2 - 1 July 2003 through 4 July 2003
ER -