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Analysis of a simple, effective frequency estimator based on Prony’s method
KTH, Superseded Departments, Signals, Sensors and Systems.ORCID iD: 0000-0002-2718-0262
1998 (English)In: Statistical Signal and Array Processing, 1998. Proceedings., Ninth IEEE SP Workshop on, 1998, 316-319 p.Conference paper, Published paper (Refereed)
Abstract [en]

In a recent paper by Tufts and Fiore (1996) a low-complexity frequency estimator based on Prony’s method was proposed. The estimate is formed from two sample correlations r circ;(L1) and r circ;(L2), where 1 les;L1 les;L2 les;N-1 and N is the number of samples. For a correct phase unwrapping it is required that L1 and L2 are relatively prime. In this paper, a slight modification of the original algorithm is presented, and an expression for its asymptotic variance is derived. It is shown that the error variance is minimized for L1=3N/5 and L2=4N/5 for which the quotient of the error variance and the Cramer-Rao bound tends to 25/24 ap;1.042. Suboptimal settings of L1 and L2 are shown to exist, resulting in a lowered SNR-threshold while retaining the asymptotic efficiency. Simulation results which lend support to the theoretical findings are included

Place, publisher, year, edition, pages
1998. 316-319 p.
Keyword [en]
Cramer-Rao bound;Prony method;asymptotic variance;error variance;low-complexity frequency estimator;lowered SNR-threshold;phase unwrapping;sample correlations;suboptimal setting;frequency estimation;signal sampling;
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-43900DOI: 10.1109/SSAP.1998.739398OAI: oai:DiVA.org:kth-43900DiVA: diva2:448905
Conference
Statistical Signal and Array Processing, 1998. Proceedings., Ninth IEEE SP Workshop on.Portland, OR , USA. 14 sep 1998 - 16 sep 1998
Note
QC 20111107Available from: 2011-10-18 Created: 2011-10-18 Last updated: 2011-11-21Bibliographically approved

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Händel, Peter

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CiteExportLink to record
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Citation style
  • apa
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  • de-DE
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