- Title
- Subspace fitting approaches for frequency estimation using real-valued data
- Creator
- Mahata, Kaushik
- Relation
- IEEE Transactions on Signal Processing Vol. 53, no. 8, p. 3099-3110
- Publisher
- Institute of Electrical and Electronics Engineers (IEEE)
- Resource Type
- journal article
- Date
- 2005
- Description
- A novel data covariance model has recently been proposed for the subspace-based estimation of multiple real-valued sine wave frequencies. In this paper, we develop weighted subspace fitting approaches using this new data model. A new parameterization of the noise subspace is proposed. This parameterization is used to solve the subspace fitting problem analytically. An expression for the residual covariance matrix is derived. This covariance matrix is further used to obtain an optimally weighted Gauss-Markov estimator. A.computationally efficient suboptimal weighting is also proposed, and the associated estimator is close to the Gauss-Markov estimator in performance. The suboptimal weighting strategy is quite general and can be used in other related applications. The performance of the algorithms are illustrated using numerical simulations. The proposed subspace fitting approach shows improved resolution performance. It is also robust to additive noise.
- Subject
- frequency estimation; real-valued data; spectral analysis; subspace; methods; weighted subspace fitting; sinusoidal frequencies; parameters; esprit; music
- Identifier
- http://hdl.handle.net/1959.13/25367
- Identifier
- uon:373
- Identifier
- ISSN:1053-587X
- Rights
- Copyright © 2005 IEEE. Reprinted from IEEE Transactions on Signal Processing, 53, 8, 3099-3110. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of the University of Newcastle's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to pubs-permissions@ieee.org. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.
- Language
- eng
- Full Text
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