2005
DOI: 10.1109/tsp.2005.851129
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Subspace fitting approaches for frequency estimation using real-valued data

Abstract: 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 es… Show more

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Cited by 19 publications
(10 citation statements)
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“…In particular, the digital signal can be represented according to: (10) in which I 0 satisfies the constraint 2 0 I 0 =  + n2 for an unknown integer n, and ∆ is much smaller than   . From equation (10) it follows that: (11) and, in the hypothesis that the frequency error  is small:…”
Section: Analysis Of the Effects Of A Frequency Errormentioning
confidence: 99%
“…In particular, the digital signal can be represented according to: (10) in which I 0 satisfies the constraint 2 0 I 0 =  + n2 for an unknown integer n, and ∆ is much smaller than   . From equation (10) it follows that: (11) and, in the hypothesis that the frequency error  is small:…”
Section: Analysis Of the Effects Of A Frequency Errormentioning
confidence: 99%
“…To obtain frequencies of sinusoids, there are numerous methods proposed in the literature. Among these methods, one famous solution branch is based on subspace properties such as multiple signal classification (MUSIC) [15][16][17][18][19], estimation of signal parameters via rotational invariance techniques (ESPRIT) [20][21][22], and other eigendecomposition-based methods [23,24]. Although the MUSIC method provides good estimation, it requires pseudospectral peaks searching procedure, which is computationally intensive and time consuming.…”
Section: Introductionmentioning
confidence: 99%
“…Interestingly, the problem of taking the nature of real signals into account has been addressed in the frequency estimation literature, i.e., for the case where sinusoids are not constrained to being integer multiples of a fundamental frequency. Some examples of adaptations of well-known estimators to this problem are for maximum likelihood methods [21], [22], subspace methods [23], [24], Capon's method [25], and the linear prediction [26] method.…”
Section: Introductionmentioning
confidence: 99%