The statistical performance of some instantaneous frequency estimators
- 1 July 1992
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Signal Processing
- Vol. 40 (7) , 1708-1723
- https://doi.org/10.1109/78.143443
Abstract
The authors examine the class of smoothed central finite difference (SCFD) instantaneous frequency (IF) estimators which are based on finite differencing of the phase of the analytic signal. These estimators are closely related to IF estimation via the (periodic) first moment, with respect to frequency of discrete time-frequency representations (TFRs) in L. Cohen's (1966) class. The authors determine the distribution of this class of estimators and establish a framework which allows the comparison of several other estimators such as the zero-crossing estimator and one based on linear regression on the signal phase. It is found that the regression IF estimator is biased and exhibits a large threshold for much of the frequency range. By replacing the linear convolution operation in the regression estimator with the appropriate convolution operation for circular data the authors obtain the parabolic SCFD (PSCFD) estimator, which is unbiased and has a frequency-independent variance, yet retains the optimal performance and simplicity of the original estimator.<>Keywords
This publication has 22 references indexed in Scilit:
- Frequency estimation by linear predictionPublished by Institute of Electrical and Electronics Engineers (IEEE) ,2005
- Statistically/computationally efficient frequency estimationPublished by Institute of Electrical and Electronics Engineers (IEEE) ,2003
- A fast and accurate single frequency estimatorIEEE Transactions on Acoustics, Speech, and Signal Processing, 1989
- Estimating the frequency of a noisy sinusoid by linear regression (Corresp.)IEEE Transactions on Information Theory, 1985
- Distributions on the circle and sphereJournal of Applied Probability, 1982
- Recursive discrete Fourier transformationIEEE Transactions on Acoustics, Speech, and Signal Processing, 1980
- Comments on "Frequency estimation by linear prediction "IEEE Transactions on Acoustics, Speech, and Signal Processing, 1979
- Maximum entropy spectral estimation using the analytical signalIEEE Transactions on Acoustics, Speech, and Signal Processing, 1978
- A Semicoherent Detection and Doppler Estimation StatisticIEEE Transactions on Aerospace and Electronic Systems, 1973
- Random walk on a circleBiometrika, 1963