Statistically/computationally efficient frequency estimation

Abstract

A frequency estimator for a single complex sinusoid in complex white Gaussian noise is proposed. The estimator is more computationally efficient that the optimal maximum-likelihood estimator yet attains as good performance at moderately high signal-to-noise ratios. Also, the estimator is shown to be related to the linear prediction estimator. This relationship is exploited to reveal why the linear prediction estimator does not attain the Cramer-Rao bound even at high signal-to-noise ratios.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>