Robustness analysis of music and esprit frequency estimators for sinusoidal signals with time-varying amplitude

O. Besson, P. Stoica
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Abstract

In this paper, we address the problem of estimating the frequency of a sinusoidal signal with random, lowpass amplitude. We propose to use MUSIC and ESPRIT frequency estimators as if the signal had a constant amplitude. The aim of the paper is to analyze the degradation of performance induced by the aforementioned mismodelling. Unified expressions for the bias and variances of the MUSIC and ESPRIT frequency estimators are derived under the hypothesis of small bandwidth of the signal envelope. Numerical simulations illustrate the agreement between theoretical and empirical results and study the influence of the envelope bandwidth onto the frequency estimation performance.
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music和esprit频率估计器对时变振幅正弦信号的鲁棒性分析
在本文中,我们讨论了一个随机低通正弦信号的频率估计问题。我们建议使用MUSIC和ESPRIT频率估计器,就好像信号具有恒定的振幅一样。本文的目的是分析由上述错误建模引起的性能下降。在信号包络小带宽的假设下,导出了MUSIC和ESPRIT频率估计器的偏置和方差的统一表达式。数值模拟表明了理论结果与经验结果的一致性,并研究了包络带宽对频率估计性能的影响。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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PDF Not Yet Available In IEEE Xplore Parameter estimation of exponentially damped sinusoids using second order statistics A multivariable Steiglitz-McBride method On the approximation of nonbandlimited signals by nonuniform sampling series Model reduction by Kautz filters
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