On Pisarenko and Constrained Yule-Walker Estimators of Tone Frequency

Yegui XIAO  Yoshiaki TADOKORO  

Publication
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences   Vol.E77-A   No.8   pp.1404-1406
Publication Date: 1994/08/25
Online ISSN: 
DOI: 
Print ISSN: 0916-8508
Type of Manuscript: LETTER
Category: Digital Signal Processing
Keyword: 
tone frequency estimation,  autocorrelation coefficients,  Pisarenko estimator,  constrained Yule-Walker estimator,  

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Summary: 
In this paper, the Pisarenko and the Constrained Yule-Walker (CYW) estimators of a tone frequency are first newly derived from the viewpoint of using directly the autocorrelation coefficients. Then, simulation of these two estimators is carried out in some detail. The simulation results show that compared with the Pisarenko estimator the CYW estimator, which has not been adequately studied, works poorly for low and moderate Signal-to-Noise Ratio (SNR) values. However, in case of high SNR value, it yields very small bias and comparable estimation variance, and thus produces more accurate tone frequency estimates.