Efficient estimation of the parameters in a sum of complex sinusoids in complex autoregressive noise

    Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionResearchpeer-review

    Abstract

    Although the periodogram maximizer has good asymptotic properties in the case of a single sinusoid in colored noise, in low SNR conditions and/or in the case of small sample size, the data need to be prewhitened in order for the periodogram maximizer be likely to occur near the true frequency. In this paper we derive an efficient least squares algorithm for estimating the frequencies, amplitudes, phases and autoregressive parameters for a sum of sinusoids in complex autoregressive noise. The procedure is seen to be a generalization of the Levinson-Durbin algorithm, an efficient technique for estimating the parameters in an autoregression.

    LanguageEnglish
    Title of host publicationConference Record of the 41st Asilomar Conference on Signals, Systems and Computers, ACSSC
    EditorsMichael B. Matthews
    Place of PublicationPiscataway, NJ
    PublisherInstitute of Electrical and Electronics Engineers (IEEE)
    Pages636-640
    Number of pages5
    ISBN (Print)9781424421107
    DOIs
    Publication statusPublished - 2007
    Event41st Asilomar Conference on Signals, Systems and Computers, ACSSC - Pacific Grove, CA, United States
    Duration: 4 Nov 20077 Nov 2007

    Other

    Other41st Asilomar Conference on Signals, Systems and Computers, ACSSC
    CountryUnited States
    CityPacific Grove, CA
    Period4/11/077/11/07

    Bibliographical note

    Copyright 2007 IEEE. Reprinted from Conference record of the forty-first Asilomar conference on signals, systems and computers. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Macquarie University’s products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to pubs-permissions@ieee.org. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.

    Cite this

    Quinn, B. G. (2007). Efficient estimation of the parameters in a sum of complex sinusoids in complex autoregressive noise. In M. B. Matthews (Ed.), Conference Record of the 41st Asilomar Conference on Signals, Systems and Computers, ACSSC (pp. 636-640). [4487291] Piscataway, NJ: Institute of Electrical and Electronics Engineers (IEEE). https://doi.org/10.1109/ACSSC.2007.4487291
    Quinn, B. G. / Efficient estimation of the parameters in a sum of complex sinusoids in complex autoregressive noise. Conference Record of the 41st Asilomar Conference on Signals, Systems and Computers, ACSSC. editor / Michael B. Matthews. Piscataway, NJ : Institute of Electrical and Electronics Engineers (IEEE), 2007. pp. 636-640
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    title = "Efficient estimation of the parameters in a sum of complex sinusoids in complex autoregressive noise",
    abstract = "Although the periodogram maximizer has good asymptotic properties in the case of a single sinusoid in colored noise, in low SNR conditions and/or in the case of small sample size, the data need to be prewhitened in order for the periodogram maximizer be likely to occur near the true frequency. In this paper we derive an efficient least squares algorithm for estimating the frequencies, amplitudes, phases and autoregressive parameters for a sum of sinusoids in complex autoregressive noise. The procedure is seen to be a generalization of the Levinson-Durbin algorithm, an efficient technique for estimating the parameters in an autoregression.",
    author = "Quinn, {B. G.}",
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    Quinn, BG 2007, Efficient estimation of the parameters in a sum of complex sinusoids in complex autoregressive noise. in MB Matthews (ed.), Conference Record of the 41st Asilomar Conference on Signals, Systems and Computers, ACSSC., 4487291, Institute of Electrical and Electronics Engineers (IEEE), Piscataway, NJ, pp. 636-640, 41st Asilomar Conference on Signals, Systems and Computers, ACSSC, Pacific Grove, CA, United States, 4/11/07. https://doi.org/10.1109/ACSSC.2007.4487291

    Efficient estimation of the parameters in a sum of complex sinusoids in complex autoregressive noise. / Quinn, B. G.

    Conference Record of the 41st Asilomar Conference on Signals, Systems and Computers, ACSSC. ed. / Michael B. Matthews. Piscataway, NJ : Institute of Electrical and Electronics Engineers (IEEE), 2007. p. 636-640 4487291.

    Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionResearchpeer-review

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    Quinn BG. Efficient estimation of the parameters in a sum of complex sinusoids in complex autoregressive noise. In Matthews MB, editor, Conference Record of the 41st Asilomar Conference on Signals, Systems and Computers, ACSSC. Piscataway, NJ: Institute of Electrical and Electronics Engineers (IEEE). 2007. p. 636-640. 4487291 https://doi.org/10.1109/ACSSC.2007.4487291