...
首页> 外文期刊>IEEE Transactions on Signal Processing >High-SNR asymptotics for signal-subspace methods in sinusoidal frequency estimation
【24h】

High-SNR asymptotics for signal-subspace methods in sinusoidal frequency estimation

机译:正弦频率估计中信号子空间方法的高SNR渐近性

获取原文
获取原文并翻译 | 示例
   

获取外文期刊封面封底 >>

       

摘要

High-SNR-limit second-order properties of multiple signal classification (MUSIC), minimum-norm (MN), and subspace rotation (SUR) signal-subspace methods for sinusoidal frequency estimation are discussed. An alternative to large-sample analysis of the methods is presented. The two most important variants of these methods are considered in connection with the choice of the sample covariance matrix: the simpler technique follows the principle of a linear prediction, and the more complex one is based on the idea of a forward-backward prediction. Explicit expressions for the high-SNR covariance elements of the estimation errors associated with all the methods are derived. The expressions for the covariances are used to analyze and compare the statistical performances of MUSIC, MN, and SUR estimation methods in both of the variants, to discuss the problem of the optimal dimension of the data covariance matrix, and to study the limit statistical efficiency of the methods. Performances of the large-sample and high-SNR asymptotics derived using Monte Carlo simulations are presented.
机译:讨论了用于正弦频率估计的多信号分类(MUSIC),最小范数(MN)和子空间旋转(SUR)信号子空间方法的高SNR极限二阶属性。提出了一种替代方法的大样本分析。这些方法的两个最重要的变体是与样本协方差矩阵的选择有关的:较简单的技术遵循线性预测的原理,而较复杂的技术则基于前向后预测的思想。推导了与所有方法相关的估计误差的高SNR协方差元素的明确表达式。协方差的表达式用于分析和比较两个变量中MUSIC,MN和SUR估计方法的统计性能,讨论数据协方差矩阵的最佳维数问题,并研究极限统计效率的方法。给出了使用蒙特卡洛模拟得出的大样本和高SNR渐近性的性能。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号