Linear Prediction Approach for Accurate Dual-Channel Sine-Wave Parameter Estimation in White Gaussian Noise
Hing Cheung So · ETRI Journal · 2012
The problem of sinusoidal parameter estimation at two channels with common frequency in white Gaussian noise is addressed. By making use of the linear prediction property, an iterative linear least squares (LLS) algorithm for accurate frequency estimation is devised. The remaining parameters are then determined according to the LLS fit with the use of the frequency estimate. It is proven that the variance of the frequency estimate achieves Cramér-Rao lower bound at sufficiently small noise conditions.