Performance analysis of a constrained Yule-Walker frequency estimator
1997 (English)In: IEICE Transactions on Fundamentals of Electronics Communications and Computer Sciences, ISSN 0916-8508, E-ISSN 1745-1337, Vol. E80A, no 12, 2600-2602 p.Article in journal (Refereed) Published
The performance of a constrained (that is, minimal order) Yule-Walker (CYW) single tone frequency estimator is studied. A closed form expression for the asymptotic error variance is derived. It is shown that CYW does not satisfactorily utilize the information in data, and estimators with improved performance are proposed, Simulation results which lend support to the theoretical findings are included.
Place, publisher, year, edition, pages
1997. Vol. E80A, no 12, 2600-2602 p.
Electrical Engineering, Electronic Engineering, Information Engineering
IdentifiersURN: urn:nbn:se:kth:diva-43871ISI: 000071165400034OAI: oai:DiVA.org:kth-43871DiVA: diva2:448871
QC 201111072011-10-182011-10-182011-11-21Bibliographically approved