On Pisarenko and Constrained Yule-Walker Estimators of Tone Frequency
Summary :
In this paper, the Pisarenko and the Constrained Yule-Walker (CYW) estimators of a tone frequency are first newly derived from the viewpoint of using directly the autocorrelation coefficients. Then, simulation of these two estimators is carried out in some detail. The simulation results show that compared with the Pisarenko estimator the CYW estimator, which has not been adequately studied, works poorly for low and moderate Signal-to-Noise Ratio (SNR) values. However, in case of high SNR value, it yields very small bias and comparable estimation variance, and thus produces more accurate tone frequency estimates.
- Publication
- IEICE TRANSACTIONS on Fundamentals Vol.E77-A No.8 pp.1404-1406
- Publication Date
- 1994/08/25
- Publicized
- Online ISSN
- DOI
- Type of Manuscript
- LETTER
- Category
- Digital Signal Processing
Authors
Keyword
Latest Issue
Copyrights notice of machine-translated contents
The copyright of the original papers published on this site belongs to IEICE. Unauthorized use of the original or translated papers is prohibited. See IEICE Provisions on Copyright for details.
Cite this
Copy
Yegui XIAO, Yoshiaki TADOKORO, "On Pisarenko and Constrained Yule-Walker Estimators of Tone Frequency" in IEICE TRANSACTIONS on Fundamentals,
vol. E77-A, no. 8, pp. 1404-1406, August 1994, doi: .
Abstract: In this paper, the Pisarenko and the Constrained Yule-Walker (CYW) estimators of a tone frequency are first newly derived from the viewpoint of using directly the autocorrelation coefficients. Then, simulation of these two estimators is carried out in some detail. The simulation results show that compared with the Pisarenko estimator the CYW estimator, which has not been adequately studied, works poorly for low and moderate Signal-to-Noise Ratio (SNR) values. However, in case of high SNR value, it yields very small bias and comparable estimation variance, and thus produces more accurate tone frequency estimates.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/e77-a_8_1404/_p
Copy
@ARTICLE{e77-a_8_1404,
author={Yegui XIAO, Yoshiaki TADOKORO, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={On Pisarenko and Constrained Yule-Walker Estimators of Tone Frequency},
year={1994},
volume={E77-A},
number={8},
pages={1404-1406},
abstract={In this paper, the Pisarenko and the Constrained Yule-Walker (CYW) estimators of a tone frequency are first newly derived from the viewpoint of using directly the autocorrelation coefficients. Then, simulation of these two estimators is carried out in some detail. The simulation results show that compared with the Pisarenko estimator the CYW estimator, which has not been adequately studied, works poorly for low and moderate Signal-to-Noise Ratio (SNR) values. However, in case of high SNR value, it yields very small bias and comparable estimation variance, and thus produces more accurate tone frequency estimates.},
keywords={},
doi={},
ISSN={},
month={August},}
Copy
TY - JOUR
TI - On Pisarenko and Constrained Yule-Walker Estimators of Tone Frequency
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 1404
EP - 1406
AU - Yegui XIAO
AU - Yoshiaki TADOKORO
PY - 1994
DO -
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E77-A
IS - 8
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - August 1994
AB - In this paper, the Pisarenko and the Constrained Yule-Walker (CYW) estimators of a tone frequency are first newly derived from the viewpoint of using directly the autocorrelation coefficients. Then, simulation of these two estimators is carried out in some detail. The simulation results show that compared with the Pisarenko estimator the CYW estimator, which has not been adequately studied, works poorly for low and moderate Signal-to-Noise Ratio (SNR) values. However, in case of high SNR value, it yields very small bias and comparable estimation variance, and thus produces more accurate tone frequency estimates.
ER -
English
