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  • Andersson, Tomas, et al. (author)
  • IEEE standard 1057, Cramer-Rao bound and the parsimony principle
  • 2006
  • In: IEEE Transactions on Instrumentation and Measurement. - : Institute of Electrical and Electronics Engineers (IEEE). - 0018-9456 .- 1557-9662. ; 55:1, s. 44-53
  • Journal article (peer-reviewed)abstract
    • 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.
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Type of publication
journal article (1)
Type of content
peer-reviewed (1)
Author/Editor
Andersson, Tomas (1)
Händel, Peter, 1962- (1)
University
Royal Institute of Technology (1)
Language
English (1)
Research subject (UKÄ/SCB)
Engineering and Technology (1)
Year
2006 (1)

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