Variance of least squares estimators for a damped sinusoidal process

Low complexity subspace approach for unbiased frequency estimation of a complex single-tone

“…According to ( 21) and ( 22), the final estimate 𝜔 ̂ depends on the variance of each estimator. If 𝑀, 𝑁 ≫ 1, variances of 𝜔 ̂𝐮 and 𝜔 ̂𝐯 can be approximated as functions of var(𝑎 ̂𝐮) and var(𝑎 ̂𝐯), respectively [10,20]:…”

“…The key components of the LUPUMA estimator are the complex to real mapping of the received signal 𝜑(𝐑), SVD of the resulting real-valued matrix, and the low time-complexity version of the phasal transformation (20). We implement the method as a function LUPUMA, and we summarize the implementation in Table I.…”