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Md. Tawfiq AMIN Kenneth Wing-Kin LUI Hing-Cheung SO
In this paper, a recursive Gauss-Newton (RGN) algorithm is first developed for adaptive tracking of the amplitude, frequency and phase of a real sinusoid signal in additive white noise. The derived algorithm is then simplified for computational complexity reduction as well as improved with the use of multiple forgetting factor (MFF) technique to provide a flexible way of keeping track of the parameters with different rates. The effectiveness of the simplified MFF-RGN scheme in sinusoidal parameter tracking is demonstrated via computer simulations.
Kenneth Wing-Kin LUI Hing-Cheung SO
It is well known that Pisarenko's frequency estimate for a single real tone can be computed easily using the sample covariance with lags 1 and 2. In this Letter, we propose to use alternative covariance expressions, which are inspired from the modified covariance (MC) frequency estimator, in Pisarenko's algorithm. Computer simulations are included to corroborate the theoretical development of the variant and to demonstrate its superiority over the MC and Pisarenko's methods.
Kenneth Wing-Kin LUI Hing-Cheung SO
The modified covariance (MC) method provides a computationally attractive and closed-form solution for frequency estimation of a single real sinusoid. In this paper, the performance measures of the MC estimator, namely, mean and mean square error, are derived in closed-form and confirmed by computer simulations.
Kenneth Wing-Kin LUI Hing-Cheung SO
By utilizing the second and fourth order linear prediction errors, a novel estimator for a single noisy sinusoid is devised. The frequency estimate is obtained from a solving a cubic equation and a simple root selection procedure is provided. Asymptotical variance of the estimated frequency is derived and confirmed by computer simulations. It is demonstrated that the proposed estimator is superior to the reformed Pisarenko harmonic decomposer, which is the improved version of Pisarenko harmonic decomposer.