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- Andersson, TomasKTH,Signalbehandling (author)
IEEE standard 1057, Cramer-Rao bound and the parsimony principle
- Article/chapterEnglish2006
Publisher, publication year, extent ...
- Institute of Electrical and Electronics Engineers (IEEE),2006
- printrdacarrier
Numbers
- LIBRIS-ID:oai:DiVA.org:kth-15448
- https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-15448URI
- https://doi.org/10.1109/tim.2005.861497DOI
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- Language:English
- Summary in:English
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- QC 20111108
- 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.
Subject headings and genre
- TEKNIK OCH TEKNOLOGIER Elektroteknik och elektronik hsv//swe
- ENGINEERING AND TECHNOLOGY Electrical Engineering, Electronic Engineering, Information Engineering hsv//eng
- IEEE Standards 1057 and 1251
- model-order selection
- sine-wave fit
- waveform fit
- algorithm
Added entries (persons, corporate bodies, meetings, titles ...)
- Händel, Peter,1962-KTH,Signalbehandling,ACCESS Linnaeus Centre(Swepub:kth)u1htctiy (author)
- KTHSignalbehandling (creator_code:org_t)
Related titles
- In:IEEE Transactions on Instrumentation and Measurement: Institute of Electrical and Electronics Engineers (IEEE)55:1, s. 44-530018-94561557-9662
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