Adaptive Sparse Cyclic Coordinate Descent for Sparse Frequency Estimation

Abstract

The frequency estimation of multiple complex sinusoids in the presence of noise is important for many signal processing applications. As already discussed in the literature, this problem can be reformulated as a sparse representation problem. In this letter, such a formulation is derived and an algorithm based on sparse cyclic coordinate descent (SCCD) for estimating the frequency parameters is proposed. The algorithm adaptively reduces the size of the used frequency grid, which eases the computational burden. Simulation results revealed that the proposed algorithm achieves similar performance to the original formulation and the Root-multiple signal classification (MUSIC) algorithm in terms of the mean square error (MSE), with significantly less complexity.

Keywords

• frequency estimation
• sparse estimation
• coordinate descent algorithms