Research Article

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

Volume: 24 Number: 2 August 30, 2019
EN TR

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

References

  1. 1. Chan, K. W. and So, H. C. (2003) An exact analysis of Pisarenko’s single-tone frequency estimation algorithm, Signal Processing, 83(3), 685-690. doi: 10.1016/S0165-1684(02)00493-0
  2. 2. De Sabata, A., Toma, L., and Mischie, S. (2007) A new two-step single tone frequency estimation algorithm, International Journal of Circuits, Systems and Signal Processing, 2(1), 105-108.
  3. 3. Keyta, B. M. and Dilaveroğlu, E. (2019) An exact variance expression of Pisarenko’s method for frequency estimation of a single real sinusoid: Random Phase Case, 3rd International Symposium on Innovative Approaches in Scientific Studies, Ankara, Turkey, 4(1), 533-536.
  4. 4. Papoulis, A. (1991) Probability, Random Variables, and Stochastic Processes, 3rd ed., McGraw-Hill, New York.
  5. 5. Sakai, H: (1984) Statistical analysis of Pisarenko’s method for sinusoidal frequency estimation, IEEE Transactions on Acoustics, Speech, and Signal Processing, 32(1), 95-101.
  6. 6. So, H. C., Chan, Y. T., Ho, K. C., and Chen, Y. (2013) Simple formulas for bias and mean square error computation, IEEE Signal Processing Magazine, 30(4), 162-165. doi: 10.1109/MSP.2013.2254600
  7. 7. Toma, L., De Sabata, A. and Vasiu, G. (2007) Two-step procedure decreases variance in tone frequency estimation, Revue Roumaine des Sciences Techniques, Serie Électrotechnique et Énergetique, 52(4), 463-474.
  8. 8. Uz, S. H. and Dilaveroğlu, E. (2019) Simple and accurate bias and variance expressions of some instantaneous frequency estimators including the DESAs, 3rd International Symposium on Innovative Approaches in Scientific Studies, Ankara, Turkey, 4(1), 537-540.

Details

Primary Language

English

Subjects

Engineering

Journal Section

Research Article

Authors

Betofe Mboyo Keyta This is me

Sevim Hazal Uz This is me

Publication Date

August 30, 2019

Submission Date

May 2, 2019

Acceptance Date

June 10, 2019

Published in Issue

Year 2019 Volume: 24 Number: 2

APA
Keyta, B. M., Uz, S. H., & Dilaveroğlu, E. (2019). AN EXACT VARIANCE EXPRESSION OF THE k-PHD SINGLE-TONE FREQUENCY ESTIMATOR: RANDOM PHASE CASE. Uludağ Üniversitesi Mühendislik Fakültesi Dergisi, 24(2), 419-428. https://doi.org/10.17482/uumfd.559986
AMA
1.Keyta BM, Uz SH, Dilaveroğlu E. AN EXACT VARIANCE EXPRESSION OF THE k-PHD SINGLE-TONE FREQUENCY ESTIMATOR: RANDOM PHASE CASE. UUJFE. 2019;24(2):419-428. doi:10.17482/uumfd.559986
Chicago
Keyta, Betofe Mboyo, Sevim Hazal Uz, and Erdoğan Dilaveroğlu. 2019. “AN EXACT VARIANCE EXPRESSION OF THE K-PHD SINGLE-TONE FREQUENCY ESTIMATOR: RANDOM PHASE CASE”. Uludağ Üniversitesi Mühendislik Fakültesi Dergisi 24 (2): 419-28. https://doi.org/10.17482/uumfd.559986.
EndNote
Keyta BM, Uz SH, Dilaveroğlu E (August 1, 2019) AN EXACT VARIANCE EXPRESSION OF THE k-PHD SINGLE-TONE FREQUENCY ESTIMATOR: RANDOM PHASE CASE. Uludağ Üniversitesi Mühendislik Fakültesi Dergisi 24 2 419–428.
IEEE
[1]B. M. Keyta, S. H. Uz, and E. Dilaveroğlu, “AN EXACT VARIANCE EXPRESSION OF THE k-PHD SINGLE-TONE FREQUENCY ESTIMATOR: RANDOM PHASE CASE”, UUJFE, vol. 24, no. 2, pp. 419–428, Aug. 2019, doi: 10.17482/uumfd.559986.
ISNAD
Keyta, Betofe Mboyo - Uz, Sevim Hazal - Dilaveroğlu, Erdoğan. “AN EXACT VARIANCE EXPRESSION OF THE K-PHD SINGLE-TONE FREQUENCY ESTIMATOR: RANDOM PHASE CASE”. Uludağ Üniversitesi Mühendislik Fakültesi Dergisi 24/2 (August 1, 2019): 419-428. https://doi.org/10.17482/uumfd.559986.
JAMA
1.Keyta BM, Uz SH, Dilaveroğlu E. AN EXACT VARIANCE EXPRESSION OF THE k-PHD SINGLE-TONE FREQUENCY ESTIMATOR: RANDOM PHASE CASE. UUJFE. 2019;24:419–428.
MLA
Keyta, Betofe Mboyo, et al. “AN EXACT VARIANCE EXPRESSION OF THE K-PHD SINGLE-TONE FREQUENCY ESTIMATOR: RANDOM PHASE CASE”. Uludağ Üniversitesi Mühendislik Fakültesi Dergisi, vol. 24, no. 2, Aug. 2019, pp. 419-28, doi:10.17482/uumfd.559986.
Vancouver
1.Betofe Mboyo Keyta, Sevim Hazal Uz, Erdoğan Dilaveroğlu. AN EXACT VARIANCE EXPRESSION OF THE k-PHD SINGLE-TONE FREQUENCY ESTIMATOR: RANDOM PHASE CASE. UUJFE. 2019 Aug. 1;24(2):419-28. doi:10.17482/uumfd.559986

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