AN EXACT VARIANCE EXPRESSION OF THE k-PHD SINGLE-TONE FREQUENCY ESTIMATOR: RANDOM PHASE CASE

Abstract

The k-PHD method, a generalization of the well-known Pisarenko harmonic decomposition (PHD) method, is considered for frequency estimation of a single real random-phased sinusoid in noise. With the use of a simple variance analysis technique, an exact expression of the k-PHD frequency variance is derived. An approximate k-PHD variance formula for sufficiently large data lengths and signal-to-noise ratios is also given. Computer simulations are included to validate the theoretical development.

Keywords

• frekans kestirimi
• reel sinus
• phd metodu
• k-phd metodu
• değişinti analizi
• frequency estimation
• real sinusoid
• phd method
• k-phd method
• variance analysis