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IEEE standard 1057, Cramer-Rao bound and the parsimony principle
-
- Andersson, Tomas (author)
- KTH,Signalbehandling
-
- Händel, Peter, 1962- (author)
- KTH,Signalbehandling,ACCESS Linnaeus Centre
- (creator_code:org_t)
- Institute of Electrical and Electronics Engineers (IEEE), 2006
- 2006
- English.
- 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
Subject headings
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- 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
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering (hsv//eng)
Keyword
- IEEE Standards 1057 and 1251
- model-order selection
- sine-wave fit
- waveform fit
- algorithm
Publication and Content Type
- ref (subject category)
- art (subject category)
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