HIGH-ORDER YULE-WALKER EQUATIONS FOR ESTIMATING SINUSOIDAL FREQUENCIES - THE COMPLETE SET OF SOLUTIONS

被引：10

作者：

STOICA, P

SODERSTROM, T

机构：

[1] Department of Automatic Control, Polytechnic Institute of Bucharest, R-77206 Bucharest

[2] Automatic Control and Systems Analysis Group, Department of Technology, Uppsala University, S-751 21 Uppsala

来源：

SIGNAL PROCESSING | 1990年 / 20卷 / 03期

关键词：

asymptotic statistical analysis; high-order Yule-Walker approach; pseudoinverse and rank approximation; Sinusoidal frequency estimation;

D O I：

10.1016/0165-1684(90)90015-Q

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

The user of the high-order Yule-Walker (HOYW) methodology for sinusoidal frequency estimation faces the problems of choosing (a) the dimensions of the HOYW system of equations; (b) the relative weighting of the HOYW equations and (c) one specific solution out of an infinite number of possible HOYW solutions. To aid all these choices, the present work devices the asymptotic variances and covariances of the general HOYW frequency estimates. This derivation represents a significant extension of the previously available results which considered only particular cases of HOYW estimates, such as the minimum-norm estimate. © 1990.

引用

页码：257 / 263

页数：7

共 16 条

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