Statistically/computationally efficient frequency estimation

Document Type

Conference Proceeding

Date of Original Version



A frequency estimator for a single complex sinusoid in complex white Gaussian noise is proposed. The estimator is more computationally efficient than the optimal maximum-likelihood estimator yet attains as good performance at moderately high signal-to-noise ratios. Also, the estimator is shown to be related to the linear prediction estimator. This relationship is exploited to reveal why the linear prediction estimator does not attain the Cramer-Rao bound even at high signal-to-noise ratios.

Publication Title

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