• DocumentCode
    2231957
  • Title

    Asymptotically minimum variance second-order estimation of frequencies for mixed spectra time series

  • Author

    Delmas, Jean-Pierre ; Meurisse, Yann

  • Author_Institution
    Inst. Nat. des Telecommun., Evry, France
  • fYear
    2002
  • fDate
    3-6 Sept. 2002
  • Firstpage
    1
  • Lastpage
    4
  • Abstract
    This paper addresses asymptotically minimum variance (AMV) algorithms in the class of algorithms based on second-order statistics for estimating frequencies of mixed complex circular processes. To reduce the computational complexity due to the nonlinear minimization required by the matching approach, the covariance matching estimation techniques (COMET) is included in the algorithm. Numerical examples illustrate the performance of the AMV algorithm.
  • Keywords
    computational complexity; frequency estimation; higher order statistics; minimisation; spectral analysis; time series; AMV algorithm; AMV algorithms; COMET; asymptotically minimum variance second-order frequency estimation; computational complexity; covariance matching estimation techniques; mixed complex circular processes; mixed spectra time series; nonlinear minimization; second-order statistics; Abstracts; Robustness; Signal to noise ratio;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Signal Processing Conference, 2002 11th European
  • Conference_Location
    Toulouse
  • ISSN
    2219-5491
  • Type

    conf

  • Filename
    7071922