Unbiased estimation of the phase of a sinusoid

Authors

Keith Peters, Naval Undersea Warfare Center Division Newport
Steven Kay, University of Rhode Island

Document Type

Conference Proceeding

Date of Original Version

10-7-2004

Abstract

Estimation of the phase of a sinusoid is an important problem in signal processing. The usual maximum likelihood estimator is biased and so can produce poor results, especially at low signal-to-noise ratios and/or short data records. It is proven that no unbiased estimator exists; based on the proof, several means of obtaining estimators with less bias than the maximum likelihood estimator are proposed.

Publication Title, e.g., Journal

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volume

2

Citation/Publisher Attribution

Peters, Keith, and Steven Kay. "Unbiased estimation of the phase of a sinusoid." ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings 2, (2004): ii-493. doi: 10.1109/ICASSP.2004.1326302.