A sequential regression based algorithm for estimating sinusoids in white noise

DOI10.1016/0045-7906(87)90016-4MaRDI QIDQ1111299zbMATH OpenOpenAlexFDO

Authors S. H. Smith

Publication date 1987

Published in Computers and Electrical Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0045-7906(87)90016-4

zbMATH Keywords

additive noisealgorithmharmonic retrieval methodleast squaresrecursive implementationresolution factorsequential regressionsinusoidal signalsspectral estimationThompson's algorithms

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Review text

This paper presents a new algorithm for recursive implementation of \textit{V. F. Pisarenko}'s [Geophys. J. R. Astron. Soc. 33, 347-366 (1973; Zbl 0287.62048)] harmonic retrieval method of estimating the parameters of sinusoidal signals in additive noise. The spectral estimation performance of this algorithm is compared with that of least squares type (LST) and Thompson's algorithms. A new measure of performance called the resolution factor is proposed and used in comparing the three algorithms.

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