The frequency estimation performance of a set of weighted Burg algorithms is investigated for single complex and real sinusoids in noise. It is demonstrated that in the complex case, an extension of Ibrahim's (1987, 1989) modification of Kaveh and Lipert's (1983) optimum tapered Burg algorithm meets the Cramer-Rao lower bound for a sufficiently high signal-to-noise ratio and a sufficiently large model order. This is in contrast with the original Burg method. In the case of a real sinusoid, the same algorithm most closely approaches this bound, making it the technique of choice for both applications. Spectral resolution is addressed briefly.
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