Frequency estimation of damped noisy real sinusoid based on linear prediction

  • Authors:
  • Md. Tawfiq Amin;Frankie K. W. Chan;H. C. So

  • Affiliations:
  • City University of Hong Kong, Hong Kong;City University of Hong Kong, Hong Kong;City University of Hong Kong, Hong Kong

  • Venue:
  • SPPRA '08 Proceedings of the Fifth IASTED International Conference on Signal Processing, Pattern Recognition and Applications
  • Year:
  • 2008

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Abstract

Based on the linear prediction property of sinusoidal signals and weighted least squares, an efficient and computationally simple frequency estimator of a single real damped sinusoid in the presence of white noise is devised. Computer simulations are shown to confirm the effectiveness of the proposed algorithm by comparing with Cramér-Rao lower bound for different frequencies, observation lengths and signal-to-noise ratio conditions.