Parameter estimation for harmonic sinusoidal signals

Hongbin Li, P. Stoica, Jian Li

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

2 Scopus citations

Abstract

A Markov-like weighted least squares (WLS) estimator is presented herein for harmonic sinusoidal parameter estimation. The estimator involves two distinct steps whereby it first obtains a set of initial parameter estimates that neglect the harmonic structure by some standard sinusoidal parameter estimation technique, and then the initial parameter estimates are refined via a WLS fit. It is found that the proposed estimator achieves similar performance to the optimal nonlinear least squares method when the signal-To-noise ratio (SNR) is moderate or high, but at a significantly reduced computational complexity. Furthermore, the former is shown to have a lower threshold SNR than the latter.

Original languageEnglish
Title of host publicationConference Record of the 33rd Asilomar Conference on Signals, Systems, and Computers
EditorsMichael B. Matthews
Pages1047-1051
Number of pages5
ISBN (Electronic)0780357000, 9780780357006
DOIs
StatePublished - 1999
Event33rd Asilomar Conference on Signals, Systems, and Computers, ACSSC 1999 - Pacific Grove, United States
Duration: 24 Oct 199927 Oct 1999

Publication series

NameConference Record of the 33rd Asilomar Conference on Signals, Systems, and Computers
Volume2

Conference

Conference33rd Asilomar Conference on Signals, Systems, and Computers, ACSSC 1999
Country/TerritoryUnited States
CityPacific Grove
Period24/10/9927/10/99

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