ON SVD-BASED AND TLS-BASED HIGH-ORDER YULE-WALKER METHODS OF FREQUENCY ESTIMATION

被引：4
|
作者：
STOICA, P [1 ]
SODERSTROM, T [1 ]
VANHUFFEL, S [1 ]
机构：
[1] INST POLYTECH GH GHEORGHIU DEJ,DEPT AUTOMAT CONTROL,R-77206 BUCHAREST,ROMANIA
来源：
SIGNAL PROCESSING | 1992年 / 29卷 / 03期
关键词：
COMPLEX-VALUED SINE WAVES; FREQUENCY ESTIMATION; HIGH-ORDER YULE-WALKER METHODS; SVD- AND TLS-BASED PROCEDURES; ASYMPTOTIC ANALYSIS;
D O I：
10.1016/0165-1684(92)90089-F
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 total least-squares (TLS) technique for solving noise-corrupted linear system of equations is receiving a considerable attention in the signal processing literature. Here we study the use of TLS within a high-order Yule-Walker (HOYW) procedure for estimating the frequencies of sinusoidal signals, and show that the TLS-based HOYW method has the same large-sample properties as the commonly used singular value decomposition (SVD)-based HOYW procedure.
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页码：309 / 317
页数：9
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