Fast nearly ML estimation of the parameters of real or complex single tones or resolved multiple tones

被引:220
作者
Macleod, MD [1 ]
机构
[1] Univ Cambridge, Dept Engn, Cambridge CB2 1PZ, England
关键词
D O I
10.1109/78.651200
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
This paper presents new computationally efficient algorithms for estimating the parameters (frequency, amplitude, and phase) of one or more real tones (sinusoids) or complex tones (cisoids) in noise from a block of N uniformly spaced samples. The first algorithm is an interpolator that uses the peak sample in the discrete fourier spectrum (DFS) of the data and its two neighbors. We derive Cramer-Rao bounds (CRB's) for such interpolators and show that they are very close to the CRB's for the maximum likelihood (ML) estimator. The new algorithm almost reaches these bounds. A second algorithm uses the five DFS samples centered on the peak to produce estimates even closer to hit. Enhancements are presented that maintain nearly ML performance for small values of N. For multiple complex tones with frequency separations of at least 4 pi/N rad/sample, unbiased estimates are obtained by incorporating the new single-tone estimators into an iterative "cyclic descent" algorithm, which is a computationally cheap nonlinear optimization. Single or multiple real tones are handled in the same way. The new algorithms are immune to nonzero mean signals and (provided N is large) remain near-optimal in colored and non-Gaussian noise.
引用
收藏
页码:141 / 148
页数:8
相关论文
共 24 条
[1]   A FAST MAXIMUM-LIKELIHOOD ALGORITHM FOR FREQUENCY ESTIMATION OF A SINUSOID BASED ON NEWTON METHOD [J].
ABATZOGLOU, TJ .
IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1985, 33 (01) :77-89
[2]  
Anderson T., 1971, STAT ANAL TIME SERIE
[3]  
Bloomfield Paul., 2014, The Virtues of Happiness: A Theory of the Good Life, DOI DOI 10.1093/ACPROF:OSO/9780199827367.001.0001
[4]   Instantaneous frequency estimation using linear prediction with comparisons to the DESAs [J].
Fertig, LB ;
McClellan, JH .
IEEE SIGNAL PROCESSING LETTERS, 1996, 3 (02) :54-56
[5]   A FAST SPECTRAL ESTIMATION ALGORITHM-BASED ON THE FFT [J].
GOUGH, PT .
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1994, 42 (06) :1317-1322
[7]   ESTIMATION OF FREQUENCY [J].
HANNAN, EJ .
JOURNAL OF APPLIED PROBABILITY, 1973, 10 (03) :510-519
[8]   HIGH-ACCURACY ANALOG MEASUREMENTS VIA INTERPOLATED FFT [J].
JAIN, VK ;
COLLINS, WL ;
DAVIS, DC .
IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT, 1979, 28 (02) :113-122
[9]   A FAST AND ACCURATE SINGLE FREQUENCY ESTIMATOR [J].
KAY, S .
IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1989, 37 (12) :1987-1990
[10]  
Kay SM., 1988, Modern spectral estimation: theory and application