Performance analysis of a constrained Yule-Walker frequency estimator

• 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 information in data, and estimators with improved performance are proposed, Simulation results which lend support to the theoretical findings are included.

Ämnesord

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

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

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