Abstract:Based on linear prediction and weighted least squares, an iterative procedure for frequency estimation of a complex sinusoid in white noise is devised. The proposed approach, which utilizes the first-order as well as higher-order linear prediction terms simultaneously but does not require phase unwrapping, can be considered as a generalized version of the weighted linear predictor frequency estimator. Computer simulations are included to contrast the performance of the proposed algorithms with Cramér-Rao lower… Show more
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