Bounds on least-squares four-parameter sine-fit errors due to harmonic distortion and noise

Abstract

Least-squares sine-fit algorithms are used extensively in signal-processing applications. The parameter estimates produced by such algorithms are subject to both random and systematic errors when the record of input samples consists of a fundamental sine wave corrupted by harmonic distortion or noise. The errors occur because, in general, such sine-fits will incorporate a portion of the harmonic distortion or noise into their estimate of the fundamental. Bounds are developed for these errors for least-squares four-parameter (amplitude, frequency, phase, and offset) sine-fit algorithms. The errors are functions of the number of periods in the record, the number of samples in the record, the harmonic order, and fundamental and harmonic amplitudes and phases. The bounds do not apply to cases in which harmonic components become aliased.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>