Presentation 2007-09-27
An exact direct method for short-time sinusoidal parameter estimation : Statistical analysis on noise and interference
Shigeru ANDO,
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Abstract(in English) This paper describes a novel method for estimating the frequency, amplitude, and phase of a real sinusoid from their mixture. We start from the characteristic differential equation and arrive newly at an exact and direct algorithm from a finite duration observation of the signal. It inherently involves the finite Fourier transform, thus multiple sinusoids can be decomposed and estimated independently and accurately. In noisy conditions, we compare the estimation error covariance with the Cramer-Rao lower bound. In multi-sinusoid conditions, we show without loss of exactness some extended algorithms that can reduce the intereference between the adjacent sinusoids.
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Keyword(in English) sinusoidal parameter estimation / differential equation / weighted integral method
Paper # SIP2007-89,SIS2007-25,SP2007-51
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Committee SIS
Conference Date 2007/9/20(1days)
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Language JPN
Title (in Japanese) (See Japanese page)
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Title (in English) An exact direct method for short-time sinusoidal parameter estimation : Statistical analysis on noise and interference
Sub Title (in English)
Keyword(1) sinusoidal parameter estimation
Keyword(2) differential equation
Keyword(3) weighted integral method
1st Author's Name Shigeru ANDO
1st Author's Affiliation Department of Information Physics and Computing, University of Tokyo()
Date 2007-09-27
Paper # SIP2007-89,SIS2007-25,SP2007-51
Volume (vol) vol.107
Number (no) 236
Page pp.pp.-
#Pages 6
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