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

B. G. Quinn

doi:10.1109/ACSSC.2007.4487291

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

B. G. Quinn

Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution

3 Citations (Scopus)

4 Downloads (Pure)

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.

Original language	English
Title of host publication	Conference Record of the 41st Asilomar Conference on Signals, Systems and Computers, ACSSC
Editors	Michael B. Matthews
Place of Publication	Piscataway, NJ
Publisher	Institute of Electrical and Electronics Engineers (IEEE)
Pages	636-640
Number of pages	5
ISBN (Print)	9781424421107
DOIs	https://doi.org/10.1109/ACSSC.2007.4487291
Publication status	Published - 2007
Event	41st Asilomar Conference on Signals, Systems and Computers, ACSSC - Pacific Grove, CA, United States Duration: 4 Nov 2007 → 7 Nov 2007

Other

Other	41st Asilomar Conference on Signals, Systems and Computers, ACSSC
Country	United States
City	Pacific Grove, CA
Period	4/11/07 → 7/11/07

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 Universityâ€™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.

Access to Document

10.1109/ACSSC.2007.4487291

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Link to publication in Scopus

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

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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 proceeding › Conference proceeding contribution

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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