Performance Analysis of a Constrained Yule-Walker Frequency Estimator

Peter HANDEL

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Peter HANDEL, "Performance Analysis of a Constrained Yule-Walker Frequency Estimator" in IEICE TRANSACTIONS on Fundamentals, vol. E80-A, no. 12, pp. 2600-2602, December 1997, doi: .
Abstract: The performance of a constrained (that is, minimal order) Yule-Walker (CYW) single tone frequency estimator is studied. A closed form expression for the asymptotic error variance is derived. It is shown that CYW does not satisfactorily utilize the informaiton in data, and estimators with improved performance are proposed. Simulation results which lend support to the theoretical findings are included.
URL: https://globals.ieice.org/en_transactions/fundamentals/10.1587/e80-a_12_2600/_p

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@ARTICLE{e80-a_12_2600,
author={Peter HANDEL, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={Performance Analysis of a Constrained Yule-Walker Frequency Estimator},
year={1997},
volume={E80-A},
number={12},
pages={2600-2602},
abstract={The performance of a constrained (that is, minimal order) Yule-Walker (CYW) single tone frequency estimator is studied. A closed form expression for the asymptotic error variance is derived. It is shown that CYW does not satisfactorily utilize the informaiton in data, and estimators with improved performance are proposed. Simulation results which lend support to the theoretical findings are included.},
keywords={},
doi={},
ISSN={},
month={December},}

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TY - JOUR
TI - Performance Analysis of a Constrained Yule-Walker Frequency Estimator
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 2600
EP - 2602
AU - Peter HANDEL
PY - 1997
DO -
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E80-A
IS - 12
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - December 1997
AB - The performance of a constrained (that is, minimal order) Yule-Walker (CYW) single tone frequency estimator is studied. A closed form expression for the asymptotic error variance is derived. It is shown that CYW does not satisfactorily utilize the informaiton in data, and estimators with improved performance are proposed. Simulation results which lend support to the theoretical findings are included.
ER -