Peter J. Kootsookos
p.kootsookos@ieee.org
July 30th, 2
comp.dsp conferen
Some acknowledgements
What is frequency estimation?
o
Some algorithms
o
o
o
Maximum likelihood
Subspace techniques
Quinn-Fernandes
Associated problems
o
July 30th, 2
comp.dsp conferen
July 30th, 2
comp.dsp conferen
Some acknowledgements
What is frequency estimation?
o
Some algorithms
o
o
o
Maximum likelihood
Subspace techniques
Quinn-Fernandes
Associated problems
o
July 30th, 2
comp.dsp conferen
comp.dsp conferen
Whats (t) ?
o
o
July 30th, 2
comp.dsp conferen
July 30th, 2
comp.dsp conferen
July 30th, 2
comp.dsp conferen
m=1
July 30th, 2
comp.dsp conferen
m=1
July 30th, 2
comp.dsp conferen
10
Some acknowledgements
What is frequency estimation?
o
Some algorithms
o
o
o
Maximum likelihood
Subspace techniques
Quinn-Fernandes
Associated problems
o
July 30th, 2
comp.dsp conferen
11
July 30th, 2
comp.dsp conferen
12
comp.dsp conferen
13
comp.dsp conferen
14
July 30th, 2
comp.dsp conferen
15
Some acknowledgements
What is frequency estimation?
o
Some algorithms
o
o
o
Maximum likelihood
Subspace techniques
Quinn-Fernandes
Associated problems
o
July 30th, 2
comp.dsp conferen
16
comp.dsp conferen
17
Bartlett:
^
R
Bar =
k=1
e k e*k
Minimum Variance:
^ -1 =
R
MV
1/
e k e*k
k=1
comp.dsp conferen
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RPis
-1
^
= e p+1 e*p+1
RMUSIC -1 = ^ e k e*k
k=p+
Assuming there are p frequency
components.
1
Key Idea: The noise subspace is orthogonal to the signal
subspace, so zeros of the noise subspace will indicate
signal frequencies.
July 30th, 2
comp.dsp conferen
19
July 30th, 2
comp.dsp conferen
20
July 30th, 2
comp.dsp conferen
21
Some acknowledgements
What is frequency estimation?
o
Some algorithms
o
o
o
Maximum likelihood
Subspace techniques
Quinn-Fernandes
Associated problems
o
July 30th, 2
comp.dsp conferen
22
July 30th, 2
comp.dsp conferen
23
July 30th, 2
comp.dsp conferen
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July 30th, 2
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= arg(
T-2
w(t) z(t+1)z*(t) )
t=0
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July 30th, 2
comp.dsp conferen
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July 30th, 2
comp.dsp conferen
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m=1
comp.dsp conferen
31
32
comp.dsp conferen
33
Some acknowledgements
What is frequency estimation?
o
Some algorithms
o
o
o
Maximum likelihood
Subspace techniques
Quinn-Fernandes
Associated problems
o
July 30th, 2
comp.dsp conferen
34
July 30th, 2
comp.dsp conferen
35
July 30th, 2
comp.dsp conferen
36