• DocumentCode
    1749954
  • Title

    2D sinusoidal amplitude estimation with application to 2D system identification

  • Author

    Li, Hongbin ; Sun, Wei ; Stoica, Petre ; Li, Jian

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Stevens Inst. of Technol., Hoboken, NJ, USA
  • Volume
    3
  • fYear
    2001
  • fDate
    2001
  • Firstpage
    1921
  • Abstract
    We previously studied amplitude estimation of one-dimensional (1D) sinusoidal signals from measurements corrupted by possibly colored observation noise (see Stoica, P. et al., IEEE Trans. on Sig. Proc., vol. 48, p.338-52, 2000). We extend those results for two-dimensional (2D) amplitude estimation. In particular, we investigate the 2D sinusoidal amplitude estimation within the general frameworks of least squares (LS), weighted least squares (WLS), and MAtched FIlterbank (MAFI) estimation. A variety of 2D amplitude estimators are presented, which are all asymptotically statistically efficient. The performances of these estimators in finite samples are compared numerically with one another. Making use of amplitude estimation techniques, we introduce a new scheme for 2D system identification, which is shown to be computationally simpler and statistically more accurate than the conventional output error method (OEM), when the observation noise is colored
  • Keywords
    amplitude estimation; channel bank filters; least squares approximations; matched filters; multidimensional signal processing; random noise; 2D sinusoidal amplitude estimation; 2D system identification; colored observation noise; least squares estimation; matched filterbank estimation; output error method; weighted least squares estimation; Additive noise; Amplitude estimation; Application software; Colored noise; Control systems; Frequency estimation; Least squares approximation; Noise level; Sun; System identification;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, 2001. Proceedings. (ICASSP '01). 2001 IEEE International Conference on
  • Conference_Location
    Salt Lake City, UT
  • ISSN
    1520-6149
  • Print_ISBN
    0-7803-7041-4
  • Type

    conf

  • DOI
    10.1109/ICASSP.2001.941321
  • Filename
    941321