Incorporating a priori information into MUSIC-algorithms and analysis
Signal Processing
Detection, Estimation, and Modulation Theory: Radar-Sonar Signal Processing and Gaussian Signals in Noise
Markov-based eigenanalysis method for frequency estimation
IEEE Transactions on Signal Processing
A Barankin-type lower bound on the estimation error of a hybrid parameter vector
IEEE Transactions on Information Theory
Bayesian Parameter Estimation Using Periodic Cost Functions
IEEE Transactions on Signal Processing
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For line spectrum estimation, we derive the maximum a posteriori probability estimator where prior knowledge of frequencies is modeled probabilistically. Since the spectrum is periodic, an appropriate distribution is the circular von Mises distribution that can parameterize the entire range of prior certainty of the frequencies. An efficient alternating projections method is used to solve the resulting optimization problem. The estimator is evaluated numerically and compared with other estimators and the Cramer-Rao bound.