Frequency estimation of multiple complex sinusoids using noise suppressing predictive FIR filter

Abstract

The paper presents a predictive filter based frequency estimation algorithm (PF-FE) for multiple complex sinusoids corrupted by additive white Gaussian noise. The proposed frequency estimator combines the noise suppression capability of an FIR filter with a least squares approach minimizing the sum of the squared errors of a prediction filter. The FIR filter coefficients are chosen such that the sinusoidal components are predicted with minimum distortion. Computer simulation results are given to contrast the performance of the proposed PF-FE method with six other state-of-the-art frequency-estimators and the Cramer-Rao lower bound. Furthermore, the paper provides a complexity analysis of the PF-FE method and compares it with those of the conventional MUltiple SIgnal Classification algorithm and some selected state-of-the-art methods from the literature. Performance of the proposed PF-FE method is validated with effective mean square error (EMSE) plots for model orders of three and five and under different observation lengths and signal-to-noise ratio values. Finally, the paper demonstrates how EMSE varies for the proposed method when the prediction filter length is increased from 20 to 75. After extensive simulations, it is observed that when filter length is larger than half the observation length the EMSE will start to degrade.