Abstract
The user of the high-order Yule-Walker (HOYW) methodology for sinusoidal frequency estimation faces the problems of choosing (a) the dimensions of the HOYW system of equations; (b) the relative weighting of the HOYW equations and (c) one specific solution out of an infinite number of possible HOYW solutions. To aid all these choices, the present work devices the asymptotic variances and covariances of the general HOYW frequency estimates. This derivation represents a significant extension of the previously available results which considered only particular cases of HOYW estimates, such as the minimum-norm estimate.
Full Text
Published Version
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call