IEEE standard 1057, Cramer-Rao bound and the parsimony principle
2006 (English)In: IEEE Transactions on Instrumentation and Measurement, ISSN 0018-9456, Vol. 55, no 1, 44-53 p.Article in journal (Refereed) Published
This paper deals with some fundamental properties of the sine-wave-fit algorithm included in IEEE Standards 1057 and 1241. Asymptotic Cramer-Rao bounds (CRBs) for three and four model parameters are derived under the Gaussian assumption. Further, the sine-wave-fitting properties of the algorithm are analyzed by the parsimony principle. A decision criterion whether to use the three- or four-parameter model is derived. It is shown that a three-parameter sine-wave fit produces a better fit than the four-parameter fit if the frequency is known to be within an interval related to the number of samples and the signal-to-noise ratio. By a numerical analysis, the theoretical results are shown to be also valid for the uniform noise model of quantization.
Place, publisher, year, edition, pages
2006. Vol. 55, no 1, 44-53 p.
IEEE Standards 1057 and 1251, model-order selection, sine-wave fit, waveform fit, algorithm
Electrical Engineering, Electronic Engineering, Information Engineering
IdentifiersURN: urn:nbn:se:kth:diva-15448DOI: 10.1109/tim.2005.861497ISI: 000235535400007ScopusID: 2-s2.0-32044469408OAI: oai:DiVA.org:kth-15448DiVA: diva2:333489
QC 201111082010-08-052010-08-052012-09-26Bibliographically approved