A generalized weighted linear predictor frequency estimation approach for a complex sinusoid

IEEE Transactions on Signal Processing

Volumn 54, Issue 4, 2006, Pages 1304-1315

  So, H C ^a   Chan, Frankie Kit Wing ^a  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Frequency estimation; Iterative algorithm; Linear prediction; Low complexity

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; ESTIMATION; ITERATIVE METHODS; LEAST SQUARES APPROXIMATIONS; SIGNAL TO NOISE RATIO; WHITE NOISE;

FREQUENCY ESTIMATION; ITERATIVE ALGORITHM; LINEAR PREDICTION; LOW COMPLEXITY;

SIGNAL FILTERING AND PREDICTION;

EID: 33645305439     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2005.863119     Document Type: Article

References (36)

1. R. Prony, "Essa: Experimentale et analytique," in J. Ecole Polytechnique Paris, France, 1795, pp. 24-76.
2. P. Stoica and R. Moses, Introduction to Spectral Analysis. Upper Saddle River, NJ: Prentice-Hall, 1997.
3. G. Zhu and Y. Hua, "Quantitative NMR signal analysis by an iterative quadratic maximum likelihood method," Chem. Phys. Lett., vol. 264, pp. 424-428, 1997.
4. S. L. Marple, Digital Spectral Analysis with Applications. Englewood Cliffs, NJ: Prentice-Hall, 1987.
5. S. M. Kay, Modern Spectral Estimation: Theory and Application. Englewood Cliffs, NJ: Prentice-Hall, 1988.
6. B. G. Quinn and E. J. Hannan, The Estimation and Tracking of Frequency. Cambridge, U.K.: Cambridge Univ. Press, 2001.
7. G. W. Lank, I. S. Reed, and G. E. Pollon, "A semicoherent detection and Doppler estimation statistic," IEEE Trans. Aerosp. Electron. Syst., vol. 9, no. 2, pp. 151-165, Mar. 1973.
8. S. A. Tretter, "Estimating the frequency of a noisy sinusoid by linear regression," IEEE Trans. Inf. Theory, vol. 31, no. 6, pp. 832-835, Nov. 1985.
9. S. Kay, "A fast and accurate single frequency estimator," IEEE Trans. Acoust., Speech, Signal Process., vol. 37, no. 12, pp. 1987-1990, Dec. 1989.
10. M. P. Fitz, "Further results in the fast estimation of a single frequency," IEEE Trans. Commun., vol. 42, no. 234, pp. 862-864, Feb. 1994.
11. D. Kim, M. Narasimha, and D. Cox, "An improved single frequency estimator," IEEE Signal Process. Lett., vol. 3, no. 7, pp. 212-214, Jul. 1996.
12. M. D. Macleod, "Fast nearly ML estimation of the parameters of real or complex single tones or resolved multiple tones," IEEE Trans. Signal Process., vol. 46, no. 1, pp. 141-148, Jan. 1998.
13. P. Händel, "Markov-based single-tone frequency estimation," IEEE Trans. Circuits Syst. II, Analog Digit. Signal Process., vol. 45, no. 2, pp. 230-232, Feb. 1998.
14. M. L. Fowler and J. A. Johnson, "Extending the threshold and frequency range for phase-based frequency estimation," IEEE Trans. Signal Process., vol. 47, no. 10, pp. 2857-2863, Oct. 1999.
15. B. Völcker and P. Händel, "Frequency estimation from proper sets of correlations," IEEE Trans. Signal Process., vol. 50, no. 4, pp. 791-802, Apr. 2002.
16. T. Brown and M. M. Wang, "An iterative algorithm for single-frequency estimation," IEEE Trans. Signal Process., vol. 50, no. 11, pp. 2671-2682, Nov. 2002.
17. D. C. Rife and R. R. Boorstyn, "Single tone parameter estimation from discrete-time observations," IEEE Trans. Inf. Theory, vol. 20, no. 5, pp. 591-598, Sep. 1974.
18. V. Clarkson, P. J. Kootsookos, and B. G. Quinn, "Analysis of the variance threshold of Kay's weighted linear frequency estimator," IEEE Trans. Signal Process., vol. 42, no. 9, pp. 2370-2379, Sep. 1994.
19. T. Soderstrom and P. Stoica, System Identification. Englewood Cliffs, NJ: Prentice-Hall, 1989.
20. G. C. Goodwin and R. L. Payne, Dynamic System Identification: Experiment Design and Data Analysis. New York, NY: Academic, 1977.
21. L. C. Palmer, "Coarse frequency estimation using the discrete Fourier transform," IEEE Trans. Inf. Theory, vol. 20, no. 1, pp. 104-109, Jan. 1974.
22. M. Marcus, "Basic theorems in matrix theory," in Appl. Math. Series: National Bureau of Standards, 1960.
23. F. A. Graybill, Matrices with Applications in Statistics. Belmont, CA: Wadsworth Int. Group, 1983.
24. Y. Hua, "The most efficient implementation of the IQML algorithm," IEEE Trans. Signal Process., vol. 42, no. 8, pp. 2203-2204, Aug. 1994.
25. D. M. Young, Iterative Solution of Large Linear Systems. New York: Academic, 1971.
26. G. H. Golub and C. F. Van Loan, Matrix Computations. Baltimore, MD: The Johns Hopkins Univ. Press, 1983.
27. M. Aoki and P. C. Yue, "On a priori error estimates of some identification methods," IEEE Trans. Autom. Control, vol. 15, no. 5, pp. 541-548, Oct. 1970.
28. R. Kumaresan, L. L. Scharf, and A. K. Shaw, "An algorithm for pole-zero modeling and spectral analysis," IEEE Trans. Acoust., Speech, Signal Process., vol. 34, no. 3, pp. 637-640, Jun. 1986.
29. Y. Bresler and A. Macovski, "Exact maximum likelihood parameter estimation of superimposed exponential signals in noise," IEEE Trans. Acoust., Speech, Signal Process., vol. 34, no. 5, pp. 1081-1089, Oct. 1986.
30. J. Li, P. Stoica, and Z.-S. Liu, "Comparative study of IQML and MODE direction-of-arrival estimators," IEEE Trans. Signal Process., vol. 46, no. 1, pp. 149-160, Jan. 1998.
31. J. H. McClellan and D. Lee, "Exact equivalence of the Steiglitz-McBride iteration and IQML," IEEE Trans. Signal Process., vol. 39, no. 2, pp. 509-512, Feb. 1991.
32. K. Steiglitz and L. E. McBride, "A technique for the identification of linear systems," IEEE Trans. Autom. Control, vol. 10, no. 4, pp. 461-464, Oct. 1965.
33. S. M. Kay, "Accurate frequency estimation at low signal-to-noise ratio," IEEE Trans. Acoust., Speech, Signal Process., vol. 32, no. 3, pp. 540-547, Jun. 1984.
34. J. Stoer and R. Bulirsch, Introduction to Numerical Analysis, 3rd ed. New York: Springer-Verlag, 2002.
35. B. G. Quinn and J. M. Fernandes, "A fast efficient technique for the estimation of frequency," Biometrika, vol. 78, pp. 489-498, 1991.
36. H. Lutkepohl, Handbook of Matrices. New York: Wiley, 1996.