A sequential regression based algorithm for estimating sinusoids in white noise (Q1111299)
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English | A sequential regression based algorithm for estimating sinusoids in white noise |
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A sequential regression based algorithm for estimating sinusoids in white noise (English)
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1987
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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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sequential regression
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algorithm
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recursive implementation
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harmonic retrieval method
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sinusoidal signals
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additive noise
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spectral estimation
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least squares
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Thompson's algorithms
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resolution factor
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