DocumentCode
1168485
Title
Analysis of the variance threshold of Kay´s weighted linear predictor frequency estimator
Author
Clarkson, Vaughan ; Kootsookos, Peter J. ; Quinn, Barry G.
Author_Institution
Electron. Warfare Div., Defence Sci. & Technol. Organ., Salisbury, SA, Australia
Volume
42
Issue
9
fYear
1994
fDate
9/1/1994 12:00:00 AM
Firstpage
2370
Lastpage
2379
Abstract
A theoretical approximation for the variance of Kay´s weighted linear predictor frequency estimator is derived. From this expression, an inequality describing the variance threshold of the estimator is found. The window weights are then optimized to improve the variance. Numerical simulations demonstrate that the variance approximations are valid for medium to high signal-to-noise ratios or for large numbers of samples
Keywords
filtering and prediction theory; minimisation; parameter estimation; signal processing; Kay´s weighted linear predictor frequency estimator; inequality; signal-to-noise ratio; variance threshold; window weights optimization; Amplitude estimation; Analysis of variance; Australia; Frequency estimation; Marine vehicles; Noise robustness; Numerical simulation; Phase noise; Random variables; Signal to noise ratio;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.317858
Filename
317858
Link To Document