Abstract
In this paper, we consider the problem of frequency estimation of sinusoidal signals from observations corrupted with colored noise. The proposed method is based on linear prediction property of sinusoidal signals. We express Yule-Walker equations as a quadratic eigenvalue problem whose solution corresponds to the parameters of signal and noise. The performance of the proposed algorithm is evaluated by comparing with Cramer Rao bound via computer simulation.
Sign-in/Register to access full text options 
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 callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
