Fast nearly ml estimation of the parameters of real or complex single tones or resolved multiple tones

IEEE Transactions on Signal Processing

Volumn 46, Issue 1, 1998, Pages 141-148

  Macleod, Malcolm D ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; DATA REDUCTION; FOURIER TRANSFORMS; INTERPOLATION; OPTIMIZATION; PARAMETER ESTIMATION; SPECTRUM ANALYSIS;

TONES;

SPURIOUS SIGNAL NOISE;

EID: 0031675440     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.651200     Document Type: Article

References (24)

1. A. SchusterOn the investigation of hidden periodicities with application to a supposed 26 day period of meteorological phenomenaTerrestrial Magnetism Atmospheric Electricity, . Ill, no. 1, pp. 13-41, 1898.
2. P. WhittleThe simultaneous estimation of a time series harmonic components and covariance structureTrabajos Estadistica, . 13, pp. 43-57, 1952.
3. D. C. Rife and G. A. VincentUse of the discrete Fourier transform in the measurement of frequencies and levels of tonesBell Syst. Tech. J., . 49, no. 2, pp. 197-228, Feb. 1970.
4. A. M. WalkerOn the estimation of a harmonic component in a time series with independent residualsBiometrika, . 58, pp. 21-36, 1971.
5. T. W. Andersen, The Statistical Analysis of Time Series. New York: Wiley, 1971.
6. E. J. HannanThe estimation of frequencyJ. Appl. Prob., . 10, no. 3, pp. 510-519, 1973.
7. D. C. Rife and R. R. BoorstynSingle-tone parameter estimation from discrete-time observationsIEEE Trans. Inform. Theory, . IT-20, pp. 591-598, Sept. 1974.
8. _Multiple tone parameter estimation from discrete-time observationsBell Syst. Tech. J., . 55, no. 9, pp. 1389-1410, Nov. 1976.
9. P. Bloomfield, Fourier Analysis of Time Series: An Introduction. New York: Wiley, 1976.
10. V. K. Jain, W. L. Collins, and D. C. DavisHigh accuracy analog measurements via interpolated FFTIEEE Trans. Instrum. Meas., . IM-28, pp. 113-122, June 1979.
11. T. GrandkeInterpolation algorithms for discrete Fourier transforms of weighted signalsIEEE Trans Instrum. Meas., . IM-32, pp. 350-355, June 1983.
12. T. J. AbatzoglouA fast maximum likelihood algorithm for frequency estimation of a sinusoid based on Newton's methodIEEE Trans. Acoust., Speech, Signal Processing, . ASSP-33, pp. 77-89, Dec. 1985.
13. A. O. Steinhardt and C. BrethertonThresholds in frequency estimationProc. ICASSP, 1985, pp. 1273-1276.
14. S. M. Kay, Modern Spectral Estimation. Englewood Cliffs, NJ: Prentice-Hall, 1988.
15. _A fast and accurate single frequency estimatorIEEE Trans. Acoust., Speech, Signal Processing, . 37, pp. 1987-1990, Dec. 1989.
16. M. D. MacleodFast high accuracy estimation of multiple cisoids in noiseSignal Processing V: Theories and Applications. New York: Elsevier, Sept 1990, pp. 333-336.
17. _Fast DFT-domain algorithms for near-optimal tonal detection and estimationProc. Inst. Acoust., . 13, pt. 1, pp. 102-109, Dec. 1991.
18. D. B. Percival and A. T. Waiden, Spectral Analysis for Physical Applications. Cambridge, U.K.: Cambridge Univ. Press, 1993.
19. B. G. QuinnEstimating frequency by interpolation using Fourier coefficientsIEEE Trans. Signal Processing, . 42, pp. 1264-1268, May 1994.
20. P. T. GoughA fast spectral estimation algorithm based on the FFTIEEE Trans. Signal Processing, . 42, pp. 1317-1322, June 1994.
21. B. G. Quinn and P. J. KootsookosThreshold behavior of the maximum likelihood estimator of frequencyIEEE Trans. Signal Processing, . 42, pp. 3291-3294, Nov. 1994.
22. L. B. Fertig and J. H. McClellanInstantaneous frequency estimation using linear prediction with comparisons to the DESA'sIEEE Signal Processing Lett., . 3, pp. 54-56, Feb. 1996.
23. D. Kim, M. J. Narasimha, and D. C. CoxAn improved single frequency estimatorIEEE Signal Processing Lett., . 3, pp. 212-214, July 1996.
24. B. G. QuinnEstimation of frequency, amplitude and phase from the DFT of a time seriesIEEE Trans. Signal Processing, . 45, pp. 814-817, Mar. 1997.