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Estimation of Two Sinusoids in a Very Short Signal

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EN
Abstrakty
EN
In the paper, the estimation of the parameters (frequency, amplitude, phase) of two complex-valued sinusoids embedded in a white gaussian circular additive noise is considered. In this context, it is answered what is the minimal necessary number of signal samples needed to reliably estimate all the parameters of both sinusoids. The Cramer-Rao bounds and maximum likelihood estimator are used in the analysis. The answer to the posed question is not straightforward. It is shown that three signal samples are enough only if the difference of phases between both sinusoids meets certain condition, otherwise estimation results are ambiguous. The use of four signal samples has the advantage that reliable estimates can be obtained irrespectively of this phase difference.
Twórcy
  • Institute of Electronic Systems, Warsaw University of Technology, ul. Nowowiejska 15/19, 00-665 Warszawa, Poland, r.rytel@elka.pw.edu.pl
Bibliografia
  • [1] D. H. Johnson and D. E. Dudgeon, Array signal processing - concepts and techniques. Prentice-Hall, 1993.
  • [2] S. M. Kay, Modern Spectral Estimation: Theory and Application. Prentice-Hall, 1988.
  • [3] C. Trunk, B. Cantrell, and W. Gordon, “Bounds on elevation error estimates of a target in multipath,” IEEE Trans. on AES, vol. AES-15, no. 6, pp. 883-887, 1979.
  • [4] J. Reilly and S. Haykin, “Maximum-likelihood receiver for low-angle tracking radar. part 2: The nonsymmetric case,” IEE Proceedings F Communications, Radar and Signal Processing, vol. 129, no. 5, pp. 331-340, 1982.
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Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BWA1-0053-0016
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