论文信息 - Accuracy of frequency estimation and its relation to prediction filter order

Accuracy of frequency estimation and its relation to prediction filter order

Estimates of frequencies of noise corrupted sinusoidal signals are often obtained from the zero locations of data adaptive or prediction error filters [1,2]. It is well known that the frequency estimation error decreases as the order of the prediction error filter is increased for a given data record length. In this paper, we explain this phenomenon, at high SNR by calculating the statistics of the estimation error.

Ramdas Kumaresan | Donald W. Tufts

[1] R. Kumaresan,et al. Estimation of frequencies of multiple sinusoids: Making linear prediction perform like maximum likelihood , 1982, Proceedings of the IEEE.

[2] Frank K. Soong,et al. Frequency estimation by linear prediction , 1978, ICASSP.

[3] L. Scharf,et al. A Prony method for noisy data: Choosing the signal components and selecting the order in exponential signal models , 1984, Proceedings of the IEEE.