Abstract

In a recent paper by Anarim and Istefanopulos, a statistical analysis of the Pisarenko Harmonic Decomposition (PHD) for frequency estimation was carried out. The expression for the variance of the frequency estimate from Anarim and Istefanopulos differs significantly from the expression for the variance of the PHD frequency estimate obtained in earlier studies, e.g. by Sakai, Stoica and Nehorai. In this short communication, we reproduce the analysis from Anarim and Istefanopulos, and obtain an expression for the variance which is identical to the expression derived by Sakai, Stoica and Nehorai.

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