Presentation 2010-10-06
Exact direct method for short-time sinusoidal parameter estimation from sampled signal
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 finite length discrete samples. We start from the characteristic difference equation and arrive newly at an exact and direct algorithm based on a discrete version of the weighted integral method. It involves the discrete 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. We show several experiments using real signals with rich time-frequency structures.
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Keyword(in English) sinusoidal parameter estimation / frequency / difference equation / weighted integral method / DFT
Paper # SIP2010-66,ICD2010-80,IE2010-84
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Conference Date 2010/9/28(1days)
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Registration To Integrated Circuits and Devices (ICD)
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Exact direct method for short-time sinusoidal parameter estimation from sampled signal
Sub Title (in English)
Keyword(1) sinusoidal parameter estimation
Keyword(2) frequency
Keyword(3) difference equation
Keyword(4) weighted integral method
Keyword(5) DFT
1st Author's Name Shigeru ANDO
1st Author's Affiliation Department of Information Physics and Computing, University of Tokyo()
Date 2010-10-06
Paper # SIP2010-66,ICD2010-80,IE2010-84
Volume (vol) vol.110
Number (no) 216
Page pp.pp.-
#Pages 6
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