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Amplitude estimatio...
Amplitude estimation using IEEE-STD-1057 three-parameter sine wave fit : Statistical distribution, bias and variance
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- Händel, Peter, 1962- (författare)
- KTH,Signalbehandling,ACCESS Linnaeus Centre
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(creator_code:org_t)
- Elsevier BV, 2010
- 2010
- Engelska.
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Ingår i: Measurement. - : Elsevier BV. - 0263-2241 .- 1873-412X. ; 43:6, s. 766-770
- Relaterad länk:
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https://urn.kb.se/re...
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https://doi.org/10.1...
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Abstract
Ämnesord
Stäng
- There has been a recent interest on the performance of amplitude estimation employing a coherently sampled sinusoidal model to noisy measurements. In [F. Correa Alegria, Bias of amplitude estimation using three-parameter sine fitting in the presence of additive noise, Measurement 42 (2009) 748-756.], several issues regarding the bias of the amplitude estimate were studied. In this work, the results are generalized to include a description of the distribution of the amplitude estimate, with explicit results on bias and variance as by-products. Simple closed form expressions for bias and variance are derived. It is shown that the amplitude estimate in finite samples obeys a Rician distribution. The biased amplitude estimator is also shown to beat all unbiased estimators in terms of mean square error, in a wide spread of scenarios.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering (hsv//eng)
Nyckelord
- Sine wave fitting
- Super-efficient estimators
- Error analysis
- IEEE standards 1057
- IEEE standards 1241
- Signal processing
- Signalbehandling
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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