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 | |
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 |