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
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;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2001. Proceedings. (ICASSP '01). 2001 IEEE International Conference on
Conference_Location :
Salt Lake City, UT
Print_ISBN :
0-7803-7041-4
DOI :
10.1109/ICASSP.2001.941321