Analysis of the variance threshold of Kay's weighted linearpredictor frequency estimator

Authors:
V. Clarkson;P.J. Kootsookos;B.G. Quinn
Affiliations:
Electron. Warfare Div., Defence Sci. & Technol. Organ., Salisbury, SA;-;-
Venue:
IEEE Transactions on Signal Processing
Year:
1994

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Abstract

A theoretical approximation for the variance of Kay's weighted linear predictor frequency estimator is derived. From this expression, an inequality describing the variance threshold of the estimator is found. The window weights are then optimized to improve the variance. Numerical simulations demonstrate that the variance approximations are valid for medium to high signal-to-noise ratios or for large numbers of samples