What is the most effective way to adaptive estimate freqs and phases of the mixture (superposition) of the signals: s_i(t) = cos(2*pi*f_i*t+p_i)+n_i(t) , where i=1,2, ..., N and n_i is additive gaussian noise. Michal
freq and phase estimation
Started by ●April 20, 2004
Reply by ●April 20, 20042004-04-20
Michal Kvasnicka wrote:> What is the most effective way to adaptive estimate freqs and phases of the > mixture (superposition) of the signals: > > s_i(t) = cos(2*pi*f_i*t+p_i)+n_i(t) , > > where i=1,2, ..., N and n_i is additive gaussian noise. > > MichalHomework? -- Engineering is the art of making what you want from things you can get. �����������������������������������������������������������������������
Reply by ●April 21, 20042004-04-21
No!!!! I am looking for most suitable method for FPGA implementing. Speed of convergence of the adaptive estimator and high frequency and phase resolution is most important challenge. I know, that there is a lot of methods but in this time I am not able to evaluate its. So, this is a reason why I am asking for help. Michal "Jerry Avins" <jya@ieee.org> p�se v diskusn�m pr�spevku news:4085748f$0$16471$61fed72c@news.rcn.com...> Michal Kvasnicka wrote: > > > What is the most effective way to adaptive estimate freqs and phases ofthe> > mixture (superposition) of the signals: > > > > s_i(t) = cos(2*pi*f_i*t+p_i)+n_i(t) , > > > > where i=1,2, ..., N and n_i is additive gaussian noise. > > > > Michal > > Homework? > > -- > Engineering is the art of making what you want from things you can get. > ����������������������������������������������������������������������� >
Reply by ●April 21, 20042004-04-21
Jerry Avins <jya@ieee.org> wrote in message news:<4085748f$0$16471$61fed72c@news.rcn.com>...> Michal Kvasnicka wrote: > > > What is the most effective way to adaptive estimate freqs and phases of the > > mixture (superposition) of the signals: > > > > s_i(t) = cos(2*pi*f_i*t+p_i)+n_i(t) , > > > > where i=1,2, ..., N and n_i is additive gaussian noise. > > > > Michal > > Homework?Probably not. Frequency estimation is one of the more difficult practical analysis problems to work with. I have written a number of posts about various flavours of MUSIC, and a couple of other methods for frequency estimation. Once one starts to bring in amplitude and phase estimates as well, things become very difficult. Michal, for frequency estimation you should look at MUSIC and the Tufts/Kumaresan Forward-Backward Linear Prediction method. These techniques are designed for the "sum-of-sine" signals and some (but not all) are restricted to regularly sampled data. You should also take some time to read up on the Cramer-Raou Lower bound of variance of parameter estimates. The problem is that there are limits to how precise estimates of frequency and phase can be. Rune
Reply by ●April 21, 20042004-04-21
Thanks. But the MUSIC like methods estimate only frequency. What about simultaneous estimation of the frequency and phase? Do you know any suitable method and combination of methods for this type of problem? I know very well that C-R bound limitate the precision of the final freq and phase estimation. But now I am looking for any suitable method for simulataneous freq+phase estimation. Michal "Rune Allnor" <allnor@tele.ntnu.no> p�se v diskusn�m pr�spevku news:f56893ae.0404210024.2e9954de@posting.google.com...> Jerry Avins <jya@ieee.org> wrote in messagenews:<4085748f$0$16471$61fed72c@news.rcn.com>...> > Michal Kvasnicka wrote: > > > > > What is the most effective way to adaptive estimate freqs and phasesof the> > > mixture (superposition) of the signals: > > > > > > s_i(t) = cos(2*pi*f_i*t+p_i)+n_i(t) , > > > > > > where i=1,2, ..., N and n_i is additive gaussian noise. > > > > > > Michal > > > > Homework? > > Probably not. Frequency estimation is one of the more difficult > practical analysis problems to work with. I have written a number > of posts about various flavours of MUSIC, and a couple of other > methods for frequency estimation. Once one starts to bring > in amplitude and phase estimates as well, things become very difficult. > > Michal, for frequency estimation you should look at MUSIC and the > Tufts/Kumaresan Forward-Backward Linear Prediction method. These > techniques are designed for the "sum-of-sine" signals and some > (but not all) are restricted to regularly sampled data. You should > also take some time to read up on the Cramer-Raou Lower bound of > variance of parameter estimates. The problem is that there are > limits to how precise estimates of frequency and phase can be. > > Rune
Reply by ●April 21, 20042004-04-21
Hi Michal. Michal> Thanks. But the MUSIC like methods estimate only Michal> frequency. What about simultaneous estimation of the frequency Michal> and phase? Do you know any suitable method and combination of Michal> methods for this type of problem? Michal> I know very well that C-R bound limitate the precision of the Michal> final freq and phase estimation. But now I am looking for any Michal> suitable method for simulataneous freq+phase estimation. Given the frequencies, phases and amplitudes can be estimated using least-squares. I suggest that you look into Petre Stoica's many publications on nonlinear least-squares frequency estimation and approximations of it. http://www.syscon.uu.se/Personnel/ps/ref.html -- /Mads (http://kom.aau.dk/~mgc)
Reply by ●April 21, 20042004-04-21
Hi Michal. Michal> Thanks. But the MUSIC like methods estimate only Michal> frequency. What about simultaneous estimation of the frequency Michal> and phase? Do you know any suitable method and combination of Michal> methods for this type of problem? Michal> I know very well that C-R bound limitate the precision of the Michal> final freq and phase estimation. But now I am looking for any Michal> suitable method for simulataneous freq+phase estimation. Couldn't help my self, so I started looking around. Have a look at P. Stoica, H. Li, and J. Li, "Amplitude Estimation of Sinusoidal Signals: Survey, New Results, and an Application", IEEE Trans. on Signal Processing, vol. 48(2), Feb, 2000. -- /Mads (http://kom.aau.dk/~mgc)
Reply by ●April 21, 20042004-04-21
Michal Kvasnicka wrote:> No!!!!... Please forgive me for asking. The way the problem was phrased mad me wonder. Jerry -- Engineering is the art of making what you want from things you can get. �����������������������������������������������������������������������
