Algorithms for Real-Valued Noisy Damped Sinusoid Parameter Estimation

被引：2

作者：

Belega, Daniel ^{[1
]}

Petri, Dario ^{[2
]}

机构：

[1] Politehnica University of Timişoara, Department of Measurements and Optical Electronics, Timişoara

[2] University of Trento, Department of Industrial Engineering, Trento

来源：

IEEE Open Journal of Instrumentation and Measurement | 2022年 / 1卷

关键词：

Algorithms; discrete Fourier transforms (DFTs); error analysis; least-squares methods; parameter estimation; signal processing;

D O I：

10.1109/OJIM.2022.3212727

中图分类号：

学科分类号：

摘要：

In this article, an improved version of three state-of-the-art interpolated discrete-time Fourier transform (IpDTFT) algorithms for the estimation of the frequency and the damping factor of noisy damped sinusoids is proposed. Sinusoid amplitude and phase are also estimated. Improvement is obtained by both compensating the effect on the estimated parameters of the spectral leakage from the fundamental image component and minimizing the estimator variance through a suitable selection of the interpolation points. The obtained estimates are then further improved by applying a linear signal fit (LSF) algorithm. The accuracies of the proposed algorithms are compared with each other and with the related Cramér-Rao lower bound through computer simulations. The required computational times are also briefly analyzed in order to assess the algorithms usefulness in real-time applications. © 2022 IEEE.

引用

共 23 条

[1]

Aboutanios E., Estimating the parameters of sinusoids and decaying sinusoids in noise, IEEE Instrum. Meas. Mag, 14, 2, pp. 8-14, (2011)

[2]

Duda K., Zielinski T. P., Magalas L. B., Majewski M., DFT based estimation of damped oscillation's parameters in low frequency mechanical spectroscopy, IEEE Trans. Instrum. Meas, 60, 11, pp. 3608-3618, (2011)

[3]

Bertocco M., Offeli C., Petri D., Analysis of damped sinusoidal signals via a frequency-domain interpolation algorithm, IEEE Trans. Instrum. Meas, 43, 2, pp. 245-250, (1994)

[4]

Marple L., Digital Spectrum Analysis With Applications, (1987)

[5]

Kay S.M., Fundamentals of Statistical Signal Processing: Estimation Theory, 1, (1993)

[6]

Hasan M. K., Fattah S. A., Khan M. R., Identification of noisy AR systems using damped sinusoidal model of autocorrelation function, IEEE Signal Process. Lett, 10, 6, pp. 157-160, (2003)

[7]

Duda K., Zielinski T. P., Efficacy of the frequency and damping estimation of a real-value sinusoid, IEEE Instrum. Meas. Mag, 16, 2, pp. 48-58, (2013)

[8]

Hua Y., Sarkar T. K., Matrix pencil method for estimating parameters of exponentially damped/undamped sinusoid in noise, IEEE Trans. Acoust. Speech Signal Process, 38, 5, pp. 814-824, (1990)

[9]

Djermoune E.-H., Tomczak M., Statistical analysis of the Kumaresan-Tufts and matrix pencil methods in estimating a damped sinusoid, Proc. Eur. Signal Process. Conf, pp. 1261-1264, (2004)

[10]

Sarkar T. K., Pereira O., Using the matrix pencil method to estimate the parameters of a sum of complex exponentials, IEEE Antennas Propag. Mag, 37, 1, pp. 48-55, (1995)

← 1 2 3 →