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Line spectrum estimation with probabilistic priors
KTH, School of Electrical Engineering (EES), Signal Processing. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
KTH, School of Electrical Engineering (EES), Signal Processing. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0001-6615-6583
KTH, School of Electrical Engineering (EES), Signal Processing. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-6855-5868
KTH, School of Electrical Engineering (EES), Communication Theory. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0003-2638-6047
2013 (English)In: Signal Processing, ISSN 0165-1684, E-ISSN 1872-7557, Vol. 93, no 11, 2969-2974 p.Article in journal (Refereed) Published
Abstract [en]

For line spectrum estimation, we derive the maximum a posteriori probability estimator where prior knowledge of frequencies is modeled probabilistically. Since the spectrum is periodic, an appropriate distribution is the circular von Mises distribution that can parameterize the entire range of prior certainty of the frequencies. An efficient alternating projections method is used to solve the resulting optimization problem. The estimator is evaluated numerically and compared with other estimators and the Cramer-Rao bound.

Place, publisher, year, edition, pages
2013. Vol. 93, no 11, 2969-2974 p.
Keyword [en]
Line spectrum, Frequency estimation, Maximum a posteriori probability, Circular distributions, Alternating projections method
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-127728DOI: 10.1016/j.sigpro.2013.03.038ISI: 000322937700011Scopus ID: 2-s2.0-84879288695OAI: oai:DiVA.org:kth-127728DiVA: diva2:646135
Funder
Swedish Research Council, 621-2011-5847EU, FP7, Seventh Framework Programme, 228044
Note

QC 20130906

Available from: 2013-09-06 Created: 2013-09-05 Last updated: 2017-12-06Bibliographically approved

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Wirfält, PetterJansson, MagnusChatterjee, Saikat

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