COMPARATIVE PERFORMANCE STUDY OF SVD-BASED AND QRD-BASED HIGH-ORDER YULE-WALKER METHODS FOR FREQUENCY ESTIMATION

被引：0
|
作者：
STOICA, P [1 ]
SODERSTROM, T [1 ]
机构：
[1] UPPSALA UNIV,DEPT TECHNOL,AUTOMAT CONTROL & SYST ANAL GRP,S-75103 UPPSALA,SWEDEN
来源：
CIRCUITS SYSTEMS AND SIGNAL PROCESSING | 1993年 / 12卷 / 01期
关键词：
D O I：
10.1007/BF01183150
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
The high-order Yule-Walker (HOYW) method of sinusoidal frequency estimation based on a singular value decomposition (SVD) is known to have excellent statistical performance. Here, we show that the SVD-based step of the HOYW method can be replaced by a computationally more convenient QR decomposition (QRD)-based step, without affecting the asymptotic properties of the frequency estimates.
引用
收藏
页码：105 / 117
页数：13
相关论文
共 27 条
123