Title :
Statistically/computationally efficient frequency estimation
Author_Institution :
Dept. of Electr. Eng., Rhode Island Univ., Kingston, RI, USA
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;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1988. ICASSP-88., 1988 International Conference on
Conference_Location :
New York, NY
DOI :
10.1109/ICASSP.1988.197095
