Performance of Modified Covariance Estimator for a Single Real Tone

  • Authors:
  • Kenneth Wing-Kin Lui;Hing-Cheung So

  • Affiliations:
  • -;-

  • Venue:
  • IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
  • Year:
  • 2007

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Abstract

The modified covariance (MC) method provides a computationally attractive and closed-form solution for frequency estimation of a single real sinusoid. In this paper, the performance measures of the MC estimator, namely, mean and mean square error, are derived in closed-form and confirmed by computer simulations.