Closed-form variance formula of the RPHD single-tone frequency estimator | Zendy

Liviu Toma | Zendy; De Sabata | Zendy; Septimiu Mischie | Zendy

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Closed-form variance formula of the RPHD single-tone frequency estimator

Author(s) -

Liviu Toma,

De Sabata,

Septimiu Mischie

Publication year - 2006

Publication title -

facta universitatis - series electronics and energetics

Language(s) - English

Resource type - Journals

eISSN - 2217-5997

pISSN - 0353-3670

DOI - 10.2298/fuee0603453t

Subject(s) - estimator , variance (accounting) , tone (literature) , mathematics , harmonic , signal (programming language) , statistics , delta method , algorithm , computer science , acoustics , physics , art , accounting , literature , business , programming language

In this paper, we provide a very convenient, closed-form for mula for the variance of the single tone frequency estimator in the refor med Pisarenko harmonic decomposer method. Several computer experiments show that calculated and mea- sured variances are in excellent agreement. Our formula is u seful when a small num- ber of signal samples are used for frequency estimation, as a symptotic forms can lead to important errors.

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