Analysis of the Variance Threshold of Kay's Weighted Linear Predictor Frequency Estimator

Clarkson, Vaughan, Kootsookos, Peter J. and Quinn, Barry G. (1994) Analysis of the Variance Threshold of Kay's Weighted Linear Predictor Frequency Estimator. IEEE Transactions on Signal Processing, 42 9: 2370-2379. doi:10.1109/78.317858

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Author Clarkson, Vaughan
Kootsookos, Peter J.
Quinn, Barry G.
Title Analysis of the Variance Threshold of Kay's Weighted Linear Predictor Frequency Estimator
Journal name IEEE Transactions on Signal Processing   Check publisher's open access policy
ISSN 1053-587X
Publication date 1994-09-01
Sub-type Article (original research)
DOI 10.1109/78.317858
Volume 42
Issue 9
Start page 2370
End page 2379
Total pages 10
Place of publication New York
Publisher IEEE
Language eng
Subject 280204 Signal Processing
C1
Abstract A theoretical approximation for the variance of Kay's weighted linear predictor frequency estimator is derived. From this expression, an inequality describing the variance threshold of the estimator is found. The window weights are then optimised to improve the variance. Numerical simulations demonstrate that the variance approximations are valid for medium to high signal-to-noise rations or for large numbers of samples.
Keyword Frequency estimation
Variance-threshold
Kay's weighted linear predictor frequency estimator
Kay's estimator
nonlinear estimator inequality
signal-to-noise ratio
Q-Index Code C1

Document type: Journal Article
Sub-type: Article (original research)
Collection: School of Information Technology and Electrical Engineering Publications
 
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Created: Tue, 03 Feb 2004, 10:00:00 EST by Peter Kootsookos on behalf of School of Information Technol and Elec Engineering