Linear prediction approach for sinusoidal frequency estimation in colored noise

Alimorad Mahmoudi; Mahmood Karimi; Hing Cheung So

doi:10.1109/IranianCEE.2012.6292510

Linear prediction approach for sinusoidal frequency estimation in colored noise

Alimorad Mahmoudi, Mahmood Karimi, Hing Cheung So

City University of Hong Kong

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

Abstract

In this paper, we consider the problem of frequency estimation of sinusoidal signals from observations corrupted with colored noise. The proposed method is based on linear prediction property of sinusoidal signals. We express Yule-Walker equations as a quadratic eigenvalue problem whose solution corresponds to the parameters of signal and noise. The performance of the proposed algorithm is evaluated by comparing with Cramer Rao bound via computer simulation. © 2012 IEEE.

Original language	English
Title of host publication	ICEE 2012 - 20th Iranian Conference on Electrical Engineering
Pages	1062-1065
DOIs	https://doi.org/10.1109/IranianCEE.2012.6292510
Publication status	Published - 2012
Event	20th Iranian Conference on Electrical Engineering, ICEE 2012 - Tehran, Iran, Islamic Republic of Duration: 15 May 2012 → 17 May 2012

Conference

Conference	20th Iranian Conference on Electrical Engineering, ICEE 2012
Place	Iran, Islamic Republic of
City	Tehran
Period	15/05/12 → 17/05/12

Research Keywords

colored noise
Frequency estimation
Yule-Walker equations

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10.1109/IranianCEE.2012.6292510

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@inproceedings{866b0a4c48ae475b88ab50dc2d8e3acd,

title = "Linear prediction approach for sinusoidal frequency estimation in colored noise",

abstract = "In this paper, we consider the problem of frequency estimation of sinusoidal signals from observations corrupted with colored noise. The proposed method is based on linear prediction property of sinusoidal signals. We express Yule-Walker equations as a quadratic eigenvalue problem whose solution corresponds to the parameters of signal and noise. The performance of the proposed algorithm is evaluated by comparing with Cramer Rao bound via computer simulation. {\textcopyright} 2012 IEEE.",

keywords = "colored noise, Frequency estimation, Yule-Walker equations",

author = "Alimorad Mahmoudi and Mahmood Karimi and {Cheung So}, Hing",

year = "2012",

doi = "10.1109/IranianCEE.2012.6292510",

language = "English",

isbn = "9781467311489",

pages = "1062--1065",

booktitle = "ICEE 2012 - 20th Iranian Conference on Electrical Engineering",

note = "20th Iranian Conference on Electrical Engineering, ICEE 2012 ; Conference date: 15-05-2012 Through 17-05-2012",

}

Mahmoudi, A, Karimi, M & Cheung So, H 2012, Linear prediction approach for sinusoidal frequency estimation in colored noise. in ICEE 2012 - 20th Iranian Conference on Electrical Engineering., 6292510, pp. 1062-1065, 20th Iranian Conference on Electrical Engineering, ICEE 2012, Tehran, Iran, Islamic Republic of, 15/05/12. https://doi.org/10.1109/IranianCEE.2012.6292510

Linear prediction approach for sinusoidal frequency estimation in colored noise. / Mahmoudi, Alimorad; Karimi, Mahmood; Cheung So, Hing.
ICEE 2012 - 20th Iranian Conference on Electrical Engineering. 2012. p. 1062-1065 6292510.

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

TY - GEN

T1 - Linear prediction approach for sinusoidal frequency estimation in colored noise

AU - Mahmoudi, Alimorad

AU - Karimi, Mahmood

AU - Cheung So, Hing

PY - 2012

Y1 - 2012

N2 - In this paper, we consider the problem of frequency estimation of sinusoidal signals from observations corrupted with colored noise. The proposed method is based on linear prediction property of sinusoidal signals. We express Yule-Walker equations as a quadratic eigenvalue problem whose solution corresponds to the parameters of signal and noise. The performance of the proposed algorithm is evaluated by comparing with Cramer Rao bound via computer simulation. © 2012 IEEE.

AB - In this paper, we consider the problem of frequency estimation of sinusoidal signals from observations corrupted with colored noise. The proposed method is based on linear prediction property of sinusoidal signals. We express Yule-Walker equations as a quadratic eigenvalue problem whose solution corresponds to the parameters of signal and noise. The performance of the proposed algorithm is evaluated by comparing with Cramer Rao bound via computer simulation. © 2012 IEEE.

KW - colored noise

KW - Frequency estimation

KW - Yule-Walker equations

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UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-84867338555&origin=recordpage

U2 - 10.1109/IranianCEE.2012.6292510

DO - 10.1109/IranianCEE.2012.6292510

M3 - RGC 32 - Refereed conference paper (with host publication)

SN - 9781467311489

SP - 1062

EP - 1065

BT - ICEE 2012 - 20th Iranian Conference on Electrical Engineering

T2 - 20th Iranian Conference on Electrical Engineering, ICEE 2012

Y2 - 15 May 2012 through 17 May 2012

ER -

Linear prediction approach for sinusoidal frequency estimation in colored noise

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