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
Link To Document