A generalized weighted linear predictor frequency estimation approach for a complex sinusoid

Authors:
H.C. So;F.K.W. Chan
Affiliations:
Dept. of Electron. Eng., City Univ. of Hong Kong, China;-
Venue:
IEEE Transactions on Signal Processing
Year:
2006

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Abstract

Based on linear prediction and weighted least squares, three simple iterative algorithms for frequency estimation of a complex sinusoid in additive white noise are devised. The proposed approach, which utilizes the first-order as well as higher order linear prediction terms simultaneously but does not require phase unwrapping, can be considered as a generalized version of the weighted linear predictor frequency estimator. In particular, convergence as well as mean and variance analysis of the most computationally efficient frequency estimator, namely, GWLP 2, are provided. Computer simulations are included to contrast the performance of the proposed algorithms with several conventional computationally attractive frequency estimators and Crame´r-Rao lower bound for different frequencies, observation lengths, and signal-to-noise ratios.