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IEEE standard 1057, Cramer-Rao bound and the parsimony principle
KTH, School of Electrical Engineering (EES), Signal Processing.
KTH, School of Electrical Engineering (EES), Signal Processing. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-2718-0262
2006 (English)In: IEEE Transactions on Instrumentation and Measurement, ISSN 0018-9456, E-ISSN 1557-9662, Vol. 55, no 1, 44-53 p.Article in journal (Refereed) Published
Abstract [en]

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.
Keyword [en]
IEEE Standards 1057 and 1251, model-order selection, sine-wave fit, waveform fit, algorithm
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-15448DOI: 10.1109/tim.2005.861497ISI: 000235535400007Scopus ID: 2-s2.0-32044469408OAI: oai:DiVA.org:kth-15448DiVA: diva2:333489
Note

 QC 20111108

Available from: 2010-08-05 Created: 2010-08-05 Last updated: 2017-12-12Bibliographically approved

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Händel, Peter

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