In this work, a statistical analysis is performed for a simple constrained high-order Yule-Walker (YW) tone frequency estimator obtained from the first equation of the constrained high-order YW equations. Explicit expressions for its estimation bias and variance are efficiently derived by virtue of a Taylor series expansion technique. Especially, being explicit in terms of frequency, data length and Signal-to-Noise Ratio (SNR) value, the resulting bias expression can not be obtained by using the asymptotic analyses used for the parameter estimation methods. The obtained expressions are compared with their counterparts of the Pisarenko tone frequency estimator. Simulations are performed to support the theoretical results.
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Yegui XIAO, Yoshiaki TADOKORO, "Statistical Analysis of a Simple Constrained High-Order Yule-Walker Tone Frequency Estimator" in IEICE TRANSACTIONS on Fundamentals,
vol. E78-A, no. 10, pp. 1415-1418, October 1995, doi: .
Abstract: In this work, a statistical analysis is performed for a simple constrained high-order Yule-Walker (YW) tone frequency estimator obtained from the first equation of the constrained high-order YW equations. Explicit expressions for its estimation bias and variance are efficiently derived by virtue of a Taylor series expansion technique. Especially, being explicit in terms of frequency, data length and Signal-to-Noise Ratio (SNR) value, the resulting bias expression can not be obtained by using the asymptotic analyses used for the parameter estimation methods. The obtained expressions are compared with their counterparts of the Pisarenko tone frequency estimator. Simulations are performed to support the theoretical results.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/e78-a_10_1415/_p
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@ARTICLE{e78-a_10_1415,
author={Yegui XIAO, Yoshiaki TADOKORO, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={Statistical Analysis of a Simple Constrained High-Order Yule-Walker Tone Frequency Estimator},
year={1995},
volume={E78-A},
number={10},
pages={1415-1418},
abstract={In this work, a statistical analysis is performed for a simple constrained high-order Yule-Walker (YW) tone frequency estimator obtained from the first equation of the constrained high-order YW equations. Explicit expressions for its estimation bias and variance are efficiently derived by virtue of a Taylor series expansion technique. Especially, being explicit in terms of frequency, data length and Signal-to-Noise Ratio (SNR) value, the resulting bias expression can not be obtained by using the asymptotic analyses used for the parameter estimation methods. The obtained expressions are compared with their counterparts of the Pisarenko tone frequency estimator. Simulations are performed to support the theoretical results.},
keywords={},
doi={},
ISSN={},
month={October},}
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TY - JOUR
TI - Statistical Analysis of a Simple Constrained High-Order Yule-Walker Tone Frequency Estimator
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 1415
EP - 1418
AU - Yegui XIAO
AU - Yoshiaki TADOKORO
PY - 1995
DO -
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E78-A
IS - 10
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - October 1995
AB - In this work, a statistical analysis is performed for a simple constrained high-order Yule-Walker (YW) tone frequency estimator obtained from the first equation of the constrained high-order YW equations. Explicit expressions for its estimation bias and variance are efficiently derived by virtue of a Taylor series expansion technique. Especially, being explicit in terms of frequency, data length and Signal-to-Noise Ratio (SNR) value, the resulting bias expression can not be obtained by using the asymptotic analyses used for the parameter estimation methods. The obtained expressions are compared with their counterparts of the Pisarenko tone frequency estimator. Simulations are performed to support the theoretical results.
ER -