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Frequency estimation of sinusoids in colored noise

  • Stony Brook University

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

A maximum a posteriori estimator of complex sinusoids in colored Gaussian noise is proposed. The unknown noise covariance matrix and the complex amplitudes of the sinusoids are of no interest, and therefore they are not estimated. The observed data vectors are decomposed into signal and noise components. From the probability density functions of these components, using Bayes' rule, we find the marginal a posteriori density of the frequencies, and therefrom the proposed estimator. The computer simulations show excellent results.

Original languageEnglish
Title of host publicationProceedings - IEEE International Symposium on Circuits and Systems
PublisherPubl by IEEE
Pages439-442
Number of pages4
ISBN (Print)0780312813
StatePublished - 1993
Event1993 IEEE International Symposium on Circuits and Systems - Chicago, IL, USA
Duration: May 3 1993May 6 1993

Publication series

NameProceedings - IEEE International Symposium on Circuits and Systems
Volume1
ISSN (Print)0271-4310

Conference

Conference1993 IEEE International Symposium on Circuits and Systems
CityChicago, IL, USA
Period05/3/9305/6/93

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