Title :
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
fDate :
6/1/1996 12:00:00 AM
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;
Journal_Title :
Signal Processing, IEEE Transactions on
