T. Amin, F.K.W. Chan, and H.C. So (PRC)
Sinusoidal frequency estimation, Linear Prediction, Damped signal, single real sinusoid, weighted least squares, damping factor.
Based on the linear prediction property of sinusoidal sig nals and weighted least squares, an efficient and computa tionally simple frequency estimator of a single real damped sinusoid in the presence of white noise is devised. Com puter simulations are shown to confirm the effectiveness of the proposed algorithm by comparing with Cram´er-Rao lower bound for different frequencies, observation lengths and signal-to-noise ratio conditions.
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