Abstract
Based on the linear prediction (LP) property of sinusoidal signals, a closed-form unbiased frequency estimator for a real sinusoid in white noise is proposed. The frequency estimator, which is derived by minimizing a constrained least squares cost function, can be considered as a reformulation of the well known Pisarenko harmonic decomposer (PHD). Online computation of the frequency estimate can be achieved in a very simple manner, and its variance is derived. Computer simulations are included to corroborate the theoretical development and to contrast the estimator performance with the PHD, maximum likelihood, and LP-based methods as well as Cramér-Rao lower bound.
| Original language | English |
|---|---|
| Pages (from-to) | 1128-1135 |
| Journal | IEEE Transactions on Signal Processing |
| Volume | 52 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - Apr 2004 |
Research Keywords
- Constrained optimization
- Frequency estimation
- Low complexity
- Online algorithm
- Pisarenko's method
- Real sinusoid
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