Analysis of the Variance Threshold of Kay's Weighted Linear Predictor Frequency Estimator

Vaughan Clarkson, Peter J. Kootsookos, Barry G. Quinn

Research output: Contribution to journalArticle

40 Citations (Scopus)

Abstract

A theoretical approximation for the variance of Kay's weighted linear predictor frequency estimator is derived. From this expression, an inequality describing the variance threshold of the estimator is found. The window weights are then optimized to improve the variance. Numerical simulations demonstrate that the variance approximations are valid for medium to high signal-to-noise ratios or for large numbers of samples.

Original languageEnglish
Pages (from-to)2370-2379
Number of pages10
JournalIEEE Transactions on Signal Processing
Volume42
Issue number9
DOIs
Publication statusPublished - 1994
Externally publishedYes

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