Statistical analysis of Pisarenko's method for sinusoidal frequency estimation

DOI10.1109/TASSP.1984.1164273MaRDI QIDQ3702340zbMATH OpenOpenAlexFDO

Authors Hideaki Sakai

Publication date 1984

Published in IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tassp.1984.1164273

zbMATH Keywords

asymptotic expression of the errorbias compensated least-squares algorithmperiodogramPisarenko's method of sinusoidal frequency estimationtechniquetime seriesvariancewhite noise

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Cited in

(5)

• Closed-form real single-tone frequency estimator based on a normalized IIR notch filter
• Arbitrary-dimensional frequency estimation of complex sinusoid signals
• A modified prony algorithm for estimating sinusoidal frequencies
• Autoregressive frequency detection using regularized least squares
• Frequency estimation of real-valued single-tone in colored noise using multiple autocorrelation lags

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