IMPROVED DETECTION OF A RANDOM AMPLITUDE SINUSOID BY CONSTRAINED LEAST-SQUARES TECHNIQUE

被引：3

作者：

BESSON, O

机构：

[1] ENSICA, Department of Avionics and Systems, 31056 Toulouse Cédex

来源：

SIGNAL PROCESSING | 1995年 / 45卷 / 03期

关键词：

MULTIPLICATIVE MODELS; FREQUENCY ESTIMATION; CONSTRAINED LEAST-SQUARES ESTIMATION; YULE-WALKER EQUATIONS; GAUSS-NEWTON METHOD;

D O I：

10.1016/0165-1684(95)00062-I

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：

In this paper, we address the problem of estimating the frequency of a sinusoidal signal with a lowpass autoregressive envelope. Due to the ARMA-like form of the spectrum, the frequency is estimated by solving a system of Yule-Walker equations. In contrast to a method we previously proposed, the parameters are here constrained to be of a specific form. A Gauss-Newton algorithm is derived to solve the constrained least-squares problem. Simulation results show that an improvement can be achieved compared to the unconstrained method.

引用

页码：347 / 356

页数：10

共 13 条

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