DocumentCode
3006505
Title
Statistically/computationally efficient frequency estimation
Author
Kay, Steven
Author_Institution
Dept. of Electr. Eng., Rhode Island Univ., Kingston, RI, USA
fYear
1988
fDate
11-14 Apr 1988
Firstpage
2292
Abstract
A frequency estimator for a single complex sinusoid in complex white Gaussian noise is proposed. The estimator is more computationally efficient that the optimal maximum-likelihood estimator yet attains as good performance at moderately high signal-to-noise ratios. Also, the estimator is shown to be related to the linear prediction estimator. This relationship is exploited to reveal why the linear prediction estimator does not attain the Cramer-Rao bound even at high signal-to-noise ratios
Keywords
filtering and prediction theory; parameter estimation; signal processing; complex white Gaussian noise; computationally efficient; frequency estimation; linear prediction estimator; signal processing; signal-to-noise ratios; single complex sinusoid; statistically efficients; Amplitude estimation; Contracts; Frequency estimation; Gaussian noise; High performance computing; Least squares approximation; Maximum likelihood estimation; Phase estimation; Signal processing; Signal to noise ratio;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1988. ICASSP-88., 1988 International Conference on
Conference_Location
New York, NY
ISSN
1520-6149
Type
conf
DOI
10.1109/ICASSP.1988.197095
Filename
197095
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