Title :
Frequency Estimation Using Tapered Data
Author_Institution :
Dept. of Stat., Macquarie Univ., Sydney, NSW
Abstract :
The maximizer of the periodogram of a sinusoid in additive noise is known to have optimal asymptotic properties even when the noise is neither Gaussian nor white. The effect of tapering or windowing on the accuracy of the estimator does not appear to have been considered previously. In this paper, we present the asymptotic theory for the maximizer of windowed periodograms of Hamming and Hanning-type. We also introduce and analyse two closed-form frequency estimators constructed from three Fourier coefficients of a Hanning-tapered process
Keywords :
Fourier series; frequency estimation; spectral analysis; Fourier coefficients; Hamming windowed periodogram; Hanning-tapered process; Hanning-type windowed periodogram; additive noise; asymptotic theory; closed-form frequency estimators; frequency estimation; optimal asymptotic properties; sinusoid periodogram maximizer; tapered data; Additive noise; Estimation theory; Frequency estimation; Gaussian noise; Maximum likelihood estimation; Signal analysis; Signal processing; Statistics; Stochastic processes; Time series analysis;
Conference_Titel :
Acoustics, Speech and Signal Processing, 2006. ICASSP 2006 Proceedings. 2006 IEEE International Conference on
Conference_Location :
Toulouse
Print_ISBN :
1-4244-0469-X
DOI :
10.1109/ICASSP.2006.1660593
