Genetic algorithms based robust frequency estimation of sinusoidal signals with stationary errors

  • Authors:
  • Amit Mitra;Debasis Kundu

  • Affiliations:
  • Department of Mathematics and Statistics, Indian Institute of Technology, Kanpur, Kanpur-208016, India;Department of Mathematics and Statistics, Indian Institute of Technology, Kanpur, Kanpur-208016, India

  • Venue:
  • Engineering Applications of Artificial Intelligence
  • Year:
  • 2010

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Abstract

In this paper, we consider the fundamental problem of frequency estimation of multiple sinusoidal signals with stationary errors. We propose genetic algorithm and outlier-insensitive criterion function based technique for the frequency estimation problem. In the simulation studies and real life data analysis, it is observed that the proposed genetic algorithm based robust frequency estimators are able to resolve frequencies of the sinusoidal model with high degree of accuracy. Among the proposed methods, the genetic algorithm based least squares estimator, in the no-outlier scenario, provides efficient estimates, in the sense that their mean square errors attain the corresponding Cramer-Rao lower bounds. In the presence of outliers, the proposed robust methods perform quite well and seem to have a fairly high breakdown point with respect to level of outlier contamination. The proposed methods significantly do not depend on the initial guess values required for other iterative frequency estimation methods.