Estimating the number of sinusoids in additive white-noise
- 1 January 1987
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- Vol. 12, 1296-1299
- https://doi.org/10.1109/icassp.1987.1169582
Abstract
For a random process that can be modeled as a sum of real sinusoids in white noise, we address the problem of the estimation of the number of sinusoids. The test we propose uses the eigen-decomposition of the estimated autocorrelation matrix and is based on matrix perturbation analysis. The estimator is shown to resolve closely spaced sinusoids at quite low signal -to- noise ratios.Keywords
This publication has 3 references indexed in Scilit:
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- Spectral estimation: An overdetermined rational model equation approachProceedings of the IEEE, 1982
- Estimation of frequencies of multiple sinusoids: Making linear prediction perform like maximum likelihoodProceedings of the IEEE, 1982