DocumentCode
1360031
Title
An Efficient Approach for Two-Dimensional Parameter Estimation of a Single-Tone
Author
So, H.C. ; Chan, Frankie K W ; Lau, W.H. ; Chan, Cheung-Fat
Author_Institution
Dept. of Electron. Eng., City Univ. of Hong Kong, Kowloon, China
Volume
58
Issue
4
fYear
2010
fDate
4/1/2010 12:00:00 AM
Firstpage
1999
Lastpage
2009
Abstract
In this paper, parameter estimation of a two-dimensional (2-D) single damped real/complex tone in the presence of additive white Gaussian noise is addressed. By utilizing the rank-one property of the 2-D noise-free data matrix, the damping factor and frequency for each dimension are estimated in a separable manner from the principal left and right singular vectors according to an iterative weighted least squares procedure. The remaining parameters are then obtained straightforwardly using standard least squares. The biases as well as variances of the damping factor and frequency estimates are also derived, which show that they are approximately unbiased and their performance achieves Crame??r-Rao lower bound (CRLB) at sufficiently large signal-to-noise ratio (SNR) and/or data size conditions. We refer the proposed approach to as principal-singular-vector utilization for modal analysis (PUMA) which performs estimation in a fast and accurate manner. The development and analysis can easily be adapted for a tone which is undamped in at least one dimension. Furthermore, comparative simulation results with several conventional 2-D estimators and CRLB are included to corroborate the theoretical development of the PUMA approach as well as to demonstrate its superiority.
Keywords
AWGN; least squares approximations; modal analysis; parameter estimation; signal processing; 2D noise-free data matrix; Cramer-Rao lower bound; additive white Gaussian noise; iterative weighted least squares procedure; modal analysis; principal-singular-vector utilization; signal-to-noise ratio; single-tone; sinusoidal signals; two-dimensional parameter estimation; Linear prediction; modal analysis; principal singular vectors; two-dimensional frequency estimation; weighted least squares;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/TSP.2009.2038962
Filename
5356160
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