An exact analysis of Modified Covariance frequency estimation algorithm based on correlation of single-tone

• Published in: Signal processing Vol. 92; no. 11; pp. 2785 - 2790
• Main Authors: Cao, Yan, Wei, Gang, Chen, Fang-Jiong
• Format: Journal Article
• Language: English
• Published: Amsterdam Elsevier B.V 01.11.2012; Elsevier
• Subjects: Algorithms; Applied sciences; Computer simulation; Correlation; Correlation analysis; Covariance; Detection, estimation, filtering, equalization, prediction; Exact sciences and technology; Frequency estimation; Information, signal and communications theory; Mathematical analysis; Mean Square Error; Modified Covariance method; Noise; Real sinusoid; Signal and communications theory; Signal processing; Signal, noise; Telecommunications and information theory; Frequency estimation; Real sinusoid; Modified Covariance method; Mean Square Error; Parameter estimation; Signal estimation; Time correlation; Timbre; Algorithm; Mean square error; Time domain method; Covariance; Simulation; Analytical method; Signal processing; Sinusoidal signal
• ISSN: 0165-1684; 1872-7557
• DOI: 10.1016/j.sigpro.2012.04.022

The Modified Covariance (MC) algorithm, which exploits the time-domain correlation of sinusoidal signals, has been shown to be a simple but efficient method for the frequency estimation of single-tone. Recently MC method based on correlation sequence was investigated. Both simulation and theoretical analyses show that it is more robust to noise than the conventional MC method that is directly based on the recorded signal [6]. However, the analysis in [6] is only valid when lower-order lags of correlations are applied. In this communication we provide new analytical result to tackle this difficult.