Title: On svd-based and tls-based high-order yule-walker methods of frequency estimation
Authors: Stoica, P ×
Soderstrom, T
Van Huffel, Sabine #
Issue Date: Dec-1992
Publisher: Elsevier science bv
Series Title: Signal processing vol:29 issue:3 pages:309-317
Abstract: The total least-squares (TLS) technique for solving noise-corrupted linear system of equations is receiving a considerable attention in the signal processing literature. Here we study the use of TLS within a high-order Yule-Walker (HOYW) procedure for estimating the frequencies of sinusoidal signals, and show that the TLS-based HOYW method has the same large-sample properties as the commonly used singular value decomposition (SVD)-based HOYW procedure.
ISSN: 0165-1684
Publication status: published
KU Leuven publication type: IT
Appears in Collections:ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
× corresponding author
# (joint) last author

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