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[Author] Peter HANDEL(1hit)

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  • Performance Analysis of a Constrained Yule-Walker Frequency Estimator

    Peter HANDEL  

     
    LETTER-Digital Signal Processing

      Vol:
    E80-A No:12
      Page(s):
    2600-2602

    The performance of a constrained (that is, minimal order) Yule-Walker (CYW) single tone frequency estimator is studied. A closed form expression for the asymptotic error variance is derived. It is shown that CYW does not satisfactorily utilize the informaiton in data, and estimators with improved performance are proposed. Simulation results which lend support to the theoretical findings are included.