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Estimation of Multiple Sinusoids by Parametric Filtering

dc.contributor.authorLi, Ta-Hsinen_US
dc.contributor.authorKedem, Benjaminen_US
dc.description.abstractThe problem of estimating the frequencies of multiple sinusoids from noisy observations is addressed in this paper. A parametric filtering approach, called the PF method, is proposed that leads to a consistent estimator of the AR representation of the sinusoidal signal, given the number of sinusoids. It is accomplished by using an iterative procedure to a fixed-point of the parametrized least squares estimator (from the filtered data) that comprises a contraction mapping in the vicinity of the true AR parameter. Employing appropriate filters, this method is able to achieve the accuracy of the nonlinear least squares estimator, with much less computational complexity and initialization requirement. It can also be implemented adaptively (recursively) in order to track time-varying frequencies. In this way, the PF method provides a flexible and efficient procedure of frequency estimation. An example of the AR filter is investigated in detail to illustrate the performance of the PF method.en_US
dc.format.extent1718543 bytes
dc.relation.ispartofseriesISR; TR 1992-51en_US
dc.subjectsignal processingen_US
dc.subjectcontraction mappingen_US
dc.subjectfrequency estimationen_US
dc.subjectiterative filteringen_US
dc.subjectleast squaresen_US
dc.subjectparametric filteringen_US
dc.subjectspectral analysisen_US
dc.subjectCommunication en_US
dc.subjectSignal Processing Systemsen_US
dc.titleEstimation of Multiple Sinusoids by Parametric Filteringen_US
dc.typeTechnical Reporten_US

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