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Further Results and...
Further Results and Insights on Subspace Based Sinusoidal Frequency Estimation
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- Kristensson, Martin (författare)
- Nokia Networks, Kista, Sweden
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- Jansson, Magnus (författare)
- KTH,Signaler, sensorer och system
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- Ottersten, Björn, 1961- (författare)
- KTH,Signaler, sensorer och system
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(creator_code:org_t)
- IEEE Signal Processing Society, 2001
- 2001
- Engelska.
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Ingår i: IEEE Transactions on Signal Processing. - : IEEE Signal Processing Society. - 1053-587X .- 1941-0476. ; 49:12, s. 2962-2974
- Relaterad länk:
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https://urn.kb.se/re...
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visa fler...
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https://doi.org/10.1...
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Abstract
Ämnesord
Stäng
- Subspace-based methods for parameter identification have received considerable attention in the literature. Starting with a scalar-valued process, it is well known that subspace-based identification of sinusoidal frequencies is possible if the scalar valued data is windowed to form a low-rank vector-valued process. MUSIC and ESPRIT-like estimators have, for some time, been applied to this vector model. In addition, a statistically attractive Markov-like procedure for this class of methods has been proposed. Herein, the Markov-like procedure is reinvestigated. Several results regarding rank, performance, and structure are given in a compact manner. The large sample equivalence with the approximate maximum likelihood method by Stoica et al. (1988) is also established
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Signalbehandling (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Signal Processing (hsv//eng)
Nyckelord
- Covariance matrix
- Correlation
- eigenvalues and eigenfunctions
- frequency estimation
- maximum likelihood estimation
- multi- dimensional signal processing
- singular value decomposition
- spectral analysis.
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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