IEEE standard 1057, Cramer-Rao bound and the parsimony principle

• This paper deals with some fundamental properties of the sine-wave-fit algorithm included in IEEE Standards 1057 and 1241. Asymptotic Cramer-Rao bounds (CRBs) for three and four model parameters are derived under the Gaussian assumption. Further, the sine-wave-fitting properties of the algorithm are analyzed by the parsimony principle. A decision criterion whether to use the three- or four-parameter model is derived. It is shown that a three-parameter sine-wave fit produces a better fit than the four-parameter fit if the frequency is known to be within an interval related to the number of samples and the signal-to-noise ratio. By a numerical analysis, the theoretical results are shown to be also valid for the uniform noise model of quantization.

Ämnesord

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering (hsv//eng)

Nyckelord

IEEE Standards 1057 and 1251

model-order selection

sine-wave fit

waveform fit

algorithm

Publikations- och innehållstyp

ref (ämneskategori)

art (ämneskategori)