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

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

doi:10.1109/78.317858

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 journal › Article › peer-review

43 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 language	English
Pages (from-to)	2370-2379
Number of pages	10
Journal	IEEE Transactions on Signal Processing
Volume	42
Issue number	9
DOIs	https://doi.org/10.1109/78.317858
Publication status	Published - 1994
Externally published	Yes

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title = "Analysis of the Variance Threshold of Kay's Weighted Linear Predictor Frequency Estimator",

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.",

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AB - 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.

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JO - IEEE Transactions on Signal Processing

JF - IEEE Transactions on Signal Processing

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

Abstract

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