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Published:
January 01, 1995

Abstract

1. Abatzoglou, T.J., 1985. A fast maximum likelihood algorithm for frequency estimation ofa sinusoid based on Newton’s method. IEEE Trans. Acoust., Speech, Signal Process., ASSP-33: 77–89.

A fast algorithm to estimate the frequency of a sinusoid is presented here. It is based on Newton’s method for finding the root of an equation, and it is shown that under easily met conditions, the root mean-square error (RMSE) of the estimator is practically equal to the Cramér-Rao bound after only two iterations of Newton’s method for all signal-to-noise ratios (SNRs) above threshold. The estimator’s probability density function is computed analytically, and the RMSE is calculated for one and two iterations of Newton’s method. Its computational load is shown to be significantly less than other conventional algorithms. - It should be noted that FFT methods form an essential part of the development.

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Modern Spectral Analysis with Geophysical Applications

Markus Båth
Markus Båth
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Michael R. Cooper
Michael R. Cooper
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Society of Exploration Geophysicists
Volume
2
ISBN electronic:
9781560802648
Publication date:
January 01, 1995

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