1. |
- Kristensson, Martin, et al.
(författare)
-
Further Results and Insights on Subspace Based Sinusoidal Frequency Estimation
- 2001
-
Ingår i: IEEE Transactions on Signal Processing. - : IEEE Signal Processing Society. - 1053-587X .- 1941-0476. ; 49:12, s. 2962-2974
-
Tidskriftsartikel (refereegranskat)abstract
- 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
|
|