A simple estimator for frequency and decay rate

Author

Tabei, Makoto ; Musicus, Bruce R.

Author_Institution

Precision & Intelligence Lab., Tokyo Inst. of Technol., Yokohama, Japan

Volume

44

Issue

6

fYear

1996

fDate

6/1/1996 12:00:00 AM

Firstpage

1504

Lastpage

1511

Abstract

A simple, computationally inexpensive algorithm is developed for estimating the frequency and decay rate of a complex exponential. Two iterations of the algorithm attains the Cramer-Rao bound on the variance of the frequency and decay rate estimate for a complex exponential in white Gaussian noise. The algorithm uses an adaptive window that changes its shape with the estimate of the decay rate. Formulas are derived for the bias and variance of the estimator, and its performance is demonstrated in simulations

Keywords

Gaussian noise; adaptive estimation; adaptive signal processing; frequency estimation; iterative methods; parameter estimation; white noise; Cramer-Rao bound; adaptive window; bias; complex exponential; computationally inexpensive algorithm; decay rate estimation; frequency estimation; iterations; performance; signal processing; simple estimator; simulations; variance; white Gaussian noise; Adaptive signal processing; Frequency estimation; Gaussian noise; Interpolation; Maximum likelihood estimation; Noise shaping; Phase estimation; Shape; Signal processing; Signal processing algorithms;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.506615

Filename

506615