486 research outputs found
Efficient and Accurate Frequency Estimation of Multiple Superimposed Exponentials in Noise
The estimation of the frequencies of multiple superimposed exponentials in
noise is an important research problem due to its various applications from
engineering to chemistry. In this paper, we propose an efficient and accurate
algorithm that estimates the frequency of each component iteratively and
consecutively by combining an estimator with a leakage subtraction scheme.
During the iterative process, the proposed method gradually reduces estimation
error and improves the frequency estimation accuracy. We give theoretical
analysis where we derive the theoretical bias and variance of the frequency
estimates and discuss the convergence behaviour of the estimator. We show that
the algorithm converges to the asymptotic fixed point where the estimation is
asymptotically unbiased and the variance is just slightly above the Cramer-Rao
lower bound. We then verify the theoretical results and estimation performance
using extensive simulation. The simulation results show that the proposed
algorithm is capable of obtaining more accurate estimates than state-of-art
methods with only a few iterations.Comment: 10 pages, 10 figure
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