DocumentCode :
2919877
Title :
Parameter estimation of a decaying exponential in noise
Author :
Aboutanios, Elias
Author_Institution :
Sch. of Electr. Eng. & Telecommun., Univ. of New South Wales, Sydney, NSW, Australia
fYear :
2009
fDate :
5-7 July 2009
Firstpage :
1
Lastpage :
6
Abstract :
The estimation of the parameters of a decaying complex exponential in noise was examined by Bertocco et al. who developed a frequency domain interpolator using two DFT coefficients around the maximum bin. Quinn, on the other hand, and more recently Aboutanios and Mulgrew (A&M), proposed similar frequency estimators for the undamped case. In this paper, we adapt the Quinn and A&M algorithms to the decaying case and show that Quinn´s estimator is a linearised version of Bertocco´s. We analyse the theoretical performance of the algorithms and derive approximate expressions for their estimation variances at the bin centre. It is found that, as in the undamped case and unlike the other estimators, the Asimilar frequency estimators for the undamped case. In this paper, we adapt the Quinn and A&M algorithms to the decaying case and show that Quinn´s estimator is a linearised version of Bertocco´s. We analyse the theoretical performance of the algorithms and derive approximate expressions for their estimation variances at the bin centre. It is found that, as in the undamped case and unlike the other estimators, the A&M algorithm exhibits its lowest variance at this point. Thus, implementing it iteratively leads to an improvement in its estimation variance. The theoretical results are verified by simulations and compared to the Cramer-Rao bound.
Keywords :
discrete Fourier transforms; noise; parameter estimation; A&M algorithm; Cramer-Rao bound; DFT coefficients; Quinn algorithm; decaying exponential; frequency domain interpolator; noise; parameter estimation; Algorithm design and analysis; Damping; Frequency domain analysis; Frequency estimation; Interpolation; Iterative algorithms; Nuclear magnetic resonance; Parameter estimation; Performance analysis; Signal to noise ratio; DFT interpolation; Parameter estimation; damped exponential;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Digital Signal Processing, 2009 16th International Conference on
Conference_Location :
Santorini-Hellas
Print_ISBN :
978-1-4244-3297-4
Electronic_ISBN :
978-1-4244-3298-1
Type :
conf
DOI :
10.1109/ICDSP.2009.5201244
Filename :
5201244
Link To Document :
بازگشت