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Amplitude estimation using IEEE-STD-1057 three-parameter sine wave fit: Statistical distribution, bias and variance
KTH, School of Electrical Engineering (EES), Signal Processing. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-2718-0262
2010 (English)In: Measurement, ISSN 0263-2241, E-ISSN 1873-412X, Vol. 43, no 6, 766-770 p.Article in journal (Refereed) Published
Abstract [en]

There has been a recent interest on the performance of amplitude estimation employing a coherently sampled sinusoidal model to noisy measurements. In [F. Correa Alegria, Bias of amplitude estimation using three-parameter sine fitting in the presence of additive noise, Measurement 42 (2009) 748-756.], several issues regarding the bias of the amplitude estimate were studied. In this work, the results are generalized to include a description of the distribution of the amplitude estimate, with explicit results on bias and variance as by-products. Simple closed form expressions for bias and variance are derived. It is shown that the amplitude estimate in finite samples obeys a Rician distribution. The biased amplitude estimator is also shown to beat all unbiased estimators in terms of mean square error, in a wide spread of scenarios.

Place, publisher, year, edition, pages
2010. Vol. 43, no 6, 766-770 p.
Keyword [en]
Sine wave fitting, Super-efficient estimators, Error analysis, IEEE standards 1057, IEEE standards 1241
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-27535DOI: 10.1016/j.measurement.2010.02.007ISI: 000278165700006Scopus ID: 2-s2.0-77951102259OAI: oai:DiVA.org:kth-27535DiVA: diva2:379257
Note
QC 20101217Available from: 2010-12-17 Created: 2010-12-13 Last updated: 2017-12-11Bibliographically approved

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Händel, Peter

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