Estimation of frequency, amplitude, and phase from the DFT of atime series

Authors:
B.G. Quinn
Affiliations:
Dept. of Math. & Comput. Sci., London Univ.
Venue:
IEEE Transactions on Signal Processing
Year:
1997

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Abstract

In a previous paper, a frequency estimator using only three Fourier coefficients was introduced, which has asymptotic variance of order T-3. In this correspondence, a similar technique of Rife and Vincent (1970) is shown to have asymptotic variance of larger order. A new estimator is introduced that has asymptotic variance Less than 1.65 times the CRLB