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discussions, stats, and author profiles for this publication at: http://www.researchgate.net/publication/2996164

Estimation of Frequencies of Multiple

Sinusoids: Making Linear Prediction Perform
Like Maximum Likelihood
ARTICLE in PROCEEDINGS OF THE IEEE OCTOBER 1982
Impact Factor: 5.47 DOI: 10.1109/PROC.1982.12428 Source: IEEE Xplore

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SINGULAR VALUE DECOHPOSITION

WAI

10A5

AND
SPECTRAL ANALYSIS

RAMDAS KUHARESAN and DONALD W . TUFTS

Department O f Electrical Ensineering
Keller Hall
Universitr O f Rhode Island
KinsstonrRI 02881

surrrisindlur at hidh SNR (2~3). Whereasr a

simple extension o f the standard covariance
method o f linear Prediction ( 4 ) r introduced
Linear-PPediction-based (LP) methods f o r
( 5 ) and Ulrvch and Clarton
(6)
br Nuttall
fittins multiple-sinusoid signal models to
Performs much better on sinusoidal sidnalrr
observed data? such as the forward-backward
at hish SNR? with a short data record ( 6 ~ 7 ) .
(FBLF) method o f Nuttall ( 5 ) and Ulrrch and
We shallrefer
tothistechnioue
as
The forward-backwardlinearPrediction(FBLF)
Clarton (6), are verr ill-conditioned.
locations o f estimated spectral peaks can be method.
sreatlraffectedbrasmallamount
of
In our first two reports
( 8 ~ 9 on
) this
additive noise. LP estimation o f freauencies
toric? we noted that the Performance o f the
can be sreatlr improved
br sindular value
FELFmethod,measured
in terms o f the
decomposition o f the LF data matrix. The
variance o f the freauencr estimates of tuo
o f the resultins new
improved Performance
closelr spaced sinusoids in noise? was a few
techniauevwhichwecalledthePrincipal
d B + roorer than the Cramer-Rao
(CR) bound
eigenvector method
( 1 3 ~ 1 4 )is demonstrated
f o r the freauencr Parameter
(10). Whereas?
br usin3 it on one and two dimensionaldata.
the CR boundwasachieved
br a ma:timum
likelihood
technioue
(899).
The
former
finding aarees with the results o f Lans and
More
sisnificantlr,
the
HcClellan (11).
1: INTRODUCTION:
Performance o f theFBLPmethoddeparted
sharrlr f o r the worse (i+e. the threshold
A n importantProblem
in thearea
of
was reached) even
at relative19 hish SNR
spectralestimationisaccurate
values ( 2 5 to 30 dB.).
Since?wehave
determination o f the frenuencr locations o f
suggested improvements to the FBLP method
narrow band sianals such as sinusoidsin the
whichhavesignificantlyimprovedits
of
presence o f noise from a aiven block
freauencr estimation Performance (12r13r14).
data. When the data record is lona? Fourier
O u r improvementsstem
from the
transform processing is effective.
But when
followins:
the record length is short,Fourier
transformmethodshavelimitedfreauencr
resolution.
Recent13Popularizedspectrum
1)
The threshold effect in the FBLP method
( 1 ) based on
analrsistechniaues
is due to theverv ill-conditioned nature o f
autoregressive ( A R ) and autoredresive-movins
the least sauares problem.
Thiscanbe
average ( A R M A ) modellin3 seem to be more
sidnif'icantlr
alleviated br modifring the
appropriate in this case. AR modellin3 is
the more attractive choice m o n s these two,
computation o f thePredictionfilter
coefficients br usinsaneisenvalue
duetoitscomputationalsimplicitr.
decomrosition o f the estimated covariance
However?thePerformance
o f various AR
matrix that occurs
in the normal eauations
techniaues in deteraininsthefreauencr
locations o f narrow band signalsvaries
(13) or eauivalentlr br a sinsular value
sisnificantlrrdependingonthespecific
decomposition (SUD) o f the linear prediction
details o? the AR Parameter determination
eauations (14)
elsorithm~ For example, the so called Burs
techniaue and the autocorrelation method o f
2)
Secondlr, we use Prediction filters
of
linearPredictionhavedifficulty
in
larae order L (but smaller than the number
determiningthefreauencr
o f asinusoid?
of
data samples
N) berond the traditional
limits o f N/3 to N/2 (brll). This improves
This research was s u p p o r t e d by a grant
the
the resolution capabilitr o f the Prediction
Office of Naval Research (Probability&
error filter
and its freauencr estimation
performance. Interestinslur large values
of
L ( f o r fixed N ) alsoreducesthe
Statistics program)
ABSTRACT

1
0191-2216/81/oooO-0001 $00.75

1981 IEEE

computational load.
At the
maximum
allouable value of L=N-M/2 ( 1 3 ) ~uhere ti is
the number o f complex sinusoidal sisnals in
thedata,
art interestinscase,uhichUe
called the Kumaresan-Fronr ( K P ) case results
<12r13)t
At, a L value of about 3,N/4r our
improvements to FBLF result
in a freauencr
estimator that achieves theCR bound9 over a
useful ransie o f SNR values, uith short data
records+
In essence, ue have modified a useful
linear Prediction techniauer namelv the FBLP
method,toextractcloseto
ortitsum
freauencr estimates from a divert short data
record.In
thenextsectionwebrieflv
explain our improvements, uhich ue caled the
principal
eisenvector
method
(14).
More
detailed descriptions can be found
in ref.
(13).
In section 4 ue have summarized the
experimental results.
2: U N E A R PREDICTIONANDSINGULAR
DECOMPOSITION (SVD):

UritinS A in terms o f its SVD ( 1 5 ~ 1 6 )

1. v sxu* t\

VALUE

A - USYy

uhere U is a (2(N-L)x2(N-L)) unitarr matrix?

V is a (L*L) unitarr matrix andS is a real
2tN-L)rL diagonal matrix uith non nesative
+ s L o rarranded in non
numbers 8 , ,st,
o f the
increasins order.
The
columns
matrices U and V a r e 4 h e orthonormal eisien
vectors of AA* and A A respectivelr.The
diasonalelements
o f S arecalledthe
sinsular values
a%d are the sauare root of
the eisenvalues o f A 4 ( o r A & +
Note that AA*
and &A
have common
nor1 zero eisenvalues.
Now, in
terms of the SVD o f A the least
seuaressolution
( o r theminimumnorm
solutiondependinsonuhetherthelinear
srtem is overdetermined or underdetermined)
can be written as ( 1 5 ~ 1 6 )

uhere S is the psuedoinverse

of S . S has
alons its diasonal the reciprocalof the non
zerosinaularvalues
o f A andthe
rest
& can be .exPlicitlu uritten as
Suppose ue observe a complex valued datazeros. Then
a linear combination o f the eisenvectors ( o f
reauence v(n)r n = l r 2 r b r r N knountobe
CIA) y i p i=112... L (columns o f V ) as
composed o f narrow band sianals in noise.
Theforward-backwardlinearPrediction
v LO9 Y".L)
+ c L w Z(N.L)
can be uritten doun b'd usins
eauations ( 5 ~ 6 )
a Prediction error filter
o f order L (*<N)
(columns o f U ) are the eisenvectors of Ah.
uith impulse response
si+en br the vector
If thedataconsisted
o f tl comrlex
# ~ ( 1 , - s ( l ) , - S ( 2 ) ~ . . . . - s ( L ) ) onthedata
sinusoidal sisnals onlr and no noise, then
without atteartins to use data outside the
tl non zero
the A aatrix will have only
diven interval of N samples as follows+
sinsular values and the eauation 4 uill sive
the minimum norm solution (13). However, in
o f noise in the data I A is
the presence
nrenerallr of full rank. and all the sinsular
values uill be nor1 zero. Thoudh A is o f
full rank, there is an underlying effective
A dependins on the
rank Q for the matrix
number of narrow band or sinusoidal sisnals
in the
data,
Ue decide on the value
of Q
lookind at the size of the singular values.
Sinsular values are knoun to be very useful
in determininsthenumerical
rank o f a
theimpulseresponsevector
o f the
matrix (16).
Then
ue
set
the
sindular
Prediction filter.
The least SQUaP35
values smaller than s9 to zero, effectivelr
isfound
br minimizinsthe
solution? SIP
removing larse perturbations introduced into
Euclidean Eorrn \\As-b\\f since the the linear
the s vector by theei3envectorsuith
srstem o f eauations is usuallrover
2(N-L),
Thus our new
subscripts Qtl to
determined. Then 2 is siven br
vector I now called seis
#
= v q U'b
LAA] A
uhere 5 hasalonsitsdiasonals
l/sv
S
can
be
l / s p ~ ~ + l / ~ O ~ O . . Thereforer
~O~
R
uhere AA is the usual estimated correlation uritten explicitlr as
the correlation vector , r e
matrix R end
C,Y, + CA -+
+ %%
Thismethod
of settins UP thelinear
We
call
this
method
of
cornputins the
eauations and findind the vector uhich ue
as Principal
Predictioncoefficients
call as FBLP method
i s a straisht foruard
extension of the standard covariance method eisenvectors(PE)methodsincethe
coefficientsareformedaslinear
of linear prediction ( 4 ) 9 uhich itself is a
combination o f .the Q principal eifenvectors
variant o f Pronr's method (18).
of &A,
Theabovestepiseauivalentto
appvoxitnatins the matrix A br a matrix A of
Weshallnourelatethe-aboveleast
rank Q in the least sauare sense (16) and
sauaressolutiontotherinaularvalue
usinsitsSVD
in eauations 6 and 7 .
of the data matrix A +
decomposition (SVD)

"4-

* -'

r\

_sQ

&,

aq=

- -.

This causes considerable fluctuations in

S
and thus results spurious freauencr/sPectral
are
estimates.
But
these
fluctuations
eliminated in g~ asaresult
o f the
truncation of the sinsular values
at s +
Thepresence
of
suchfluctuatina
eisenvectors in 1 makestheFBLPmethod
virtuallr useless
f o r L values berond N/2+
Thus most users o f the FBLP method were
as
sugsestinaaPractical
limit toL
somewhere between
N/3
and N/2 (6,ll)r
In
contrast?thePEmethod
in which S is
computed as
in eauation 6r the performance
(measured in terms of freauencr estimation
accuracr) improves steadilr upto a L value
of about 3N/4
( 1 3 ) ~berond which there is
considerableinstabilitreven
in the Q
principaleisenvectorsr
end hencethe
Performance starts to fall
off.
As Lis
o f L=N-M/2
increasedtoamaximumvalue
(berond which freauencies of even noise less
sinusoids can not be found usin3 the FBLP
method (13))rr the number of eauations in 1
is eaual to the number
of sinusoids in the
data.
The rank of A is also M ( f o r N)2M)
end A has onlr M non zero sinsular valuest
Therefore g,would be the same as 9 (minimum
c,.,,~' t would be
norm solution), since
c,,,,
all zeroI Thus the additional eiaenvectors
are all automaticallreliminatedfrom
9.
Interestinalr, the
can be calculated
without SVD as

Incidentallrr it should be noted that in the

M sinusoidsr Q
noise less data case? with
w i l l be eaual
to M P since only M singular
values will be non zero, and
in this case
o f thesinusoidscanbe
thefreauencies
determined exactlr from the prediction-error
filtercoefficients,Theabovediscussion
was Preset@ed
in ref. ( 1 3 ) interms o f the
matrices A 4 and A#and their eisenvalues.
This step of rerlacina A br hqcan be viewed
as imrrovind the SNR
in the data br usins
of
prior information reaardins the nature
the sidnal in the data. This is because the
Q principaleidenvectorsareconsiderablr
bore robust to noise perturbations than the
is a sum
restt Especiallr when the sidnal
of sinusoids the eiaenvectors
in the null
space (with noise less data) of 6% are verr
succertibletoevensmallnoise
Perturbations.
This
is due
correspondinseiaenvalues
of
the
noise less case) beins eawal (zero)
(17).
From the numerical analrsts Point
of vieu
(15rlb)r thetruncation
of thesinSular
values at sg, is a war to alleviate extreme
ill-conditioninscaused
by theclose
lependencr o f the columns of A in emuation

?:

A
related issue of interest in spectral
of the
analrsis is to determine the order
o f narrowband
sidnalr i t e + thenumber
comronents or sinusoids in the data. In
fact this
is often a necessary step before
of the
attemptin3tofindthelocation
spectral
peaks
The
madnitude
of
the
sin9ular values dives an indication
o f the
of the
effective rank of A o r therank
for
underlrins 'sisinal onlr' datamatrix
reasonable SNR values. Thus the estimate o f
thenumber
of sisnals in thedatais
obtained a5 a
br Product in the PE method.
If Q is chosen eaual to Mvthe number
of
sinusoids in the data,best
resultsare
obtained
usins
the
PE
method.
The
sensitivitr o f the freauencr estimates to
the choice of Q are examined in section 4 ,

$=zq

Q ~ A*(AA*Y'
=

We called this case the

Kumaresan-Pronr's
( 1 2 ~ 1 3 ) ~This
case
is
(KP)
case
comutationallr simple
and its Performance
isessentiallr
the same as the FBLP method
at L=N/3r the so called optimum L f o r FBLP
(11)ascan
be seen from the experimental
results in the next section,
4: W F R I M F N T A L RESULTS:
4 a:
performance Comparison o? FBLP and PE
Methods:

HerewePresentsomeexperimental
resultstodemonstratetheimProvements
3: FINDINGTHE
'BEST' PREDICTIONFILTER
whichwediscussed
above.
Thedatais
ORDER-L:
The next issue is in choosina the value
simulated usina the formule
o f L f o r a diven
N I the number of data
or eaual
samples. L has to be sreater than
to M I the number of complex sinusoids in the
data.
If L-M thentheFBLPmethodis
B
simrle variant
o f Pronr's coset For L>M,
f, =.52Hz, P fi = + 5 H z +v and
uhere $, = 1 4 , &=O,
hut L<N/2r theFBLPmethodPerforms
u(n) are independent
comp1e:t Gaussian noise
satisfactorilr atvery
hiahSNR(9~11).
samples with variance
6% f o r each real and
N/2 in the
But? as L is Pushed closer to
imasinarrpart,
SNR is definedas
10
FBLP eethodr there are a number o f singular
Loa(l/2d).
M I the
number
of
complex
values snt, I s,,,,~. + + e which are small, due to sinusoids
2.
The
samplina
is
eaual
to
the close derendencr o f columns of A . These
period is assumedtobe
1 H z t Foreach
smaller singular values inverselr weisht the trialr adatablock
of 25 (N1.25) data
corresrondindeisenvectorsasseen
in
samrlesris
used. The freauencr estimates
eauation J.
These eisenvectors are wildly
are obtained br findina the two rootsof the
fluctuatinsfromrecordtorecord
in
Prediction-errorfiltertransferfunction
M PPinciPal
comparisontothefirst
that are closest to the
unit circle. The
eiaenvectorsuhicharerelativelrstablet
anslle of thosetworootsaretakenas

For each value o f Q I thecorrespondin%

's~ectral estimate' # ( f ) defined as

freauencr estimates. Different values

of L
in the renae of 2 to 24 are used. The two
methods used are the FBLP method discussed
the Principal eigenvectors
in ( 5 ~ 6 ~ 1 1 and
)
(FE)method
( 1 3 ~ 1 4 ) urinsSVDdiscussed
o f the
above,
The
standard
deviation
freauencrestimationerror
( f o r f,)
is
computed f o r SO0 independenttrials,The
estimated standard deviations are tabulated
in table 1 f o r di?ferent SNR and L values.
The corresrondina
CR bound values (10) are
also Siven.
Theestimationbiaswas
neSli3ible in all cases exc#pt at 7dB. The
of
biases at 768. t o r the three L values
14r16r18wereabout
a third of the
respective standard deviations.
The main
point in table 1 is that the FBLP method is
Primarilr usefulonlv
at very hidh SNR
values whereas the PE method can be usedat
much lower SNR values. Also br choosing the
L value to be about 3N/4 in PE, uhich is n o t
useful in FBLF? the FE method practicallv
achieves the CR bound. The special case o f
L=2 is a v'ariarlt of Fronu's method ( 1 8 ) with
the data being used in both the forward and
backward directions.
L=24 corresponds t o the KF case. It has
s u ~ e r i o r Pertormanee at lower SNR values
compared to the FBLP method at conventional
L.
the
two. special
values of For
cases o f L=2 and 24 the PE and FBLF methods
coincider since the rank. o? the data matrix
A is eaual to 2 and it has onlr twonon zero
sinsiular values,
Fidure
shows
1
Quite
o f the
dramaticallytheill-conditioning
in conparison to the PE method
FBLF method
of
thePrediction-errorfilter
interms
zeros.
Fi%ure 3 converr, essentialluthe
in table 1 but as a
same information as
continuous function
o f the SNR. Figure 8
mhous the performance
o f PE method t o r a
c o w l e x sinusoid.

i s comrutedandPlotted
in firures 2
alb,C?d+ Figure
2 e shows the case o? the
of
the
minimus norm solutionwhennone
singular values are set
zero. For Q=1 the
tu0 sinusoids are not
resolved. At least
tuo sindular
v p e s and the corres~ondins
eigenvectors of A are needed t o resolve the
tu0 6inusOjdS. But the rest of the spectral
Peaks are Quite damped.
Q=2 corresponds to
the ideal situation in uhich the uorkins
huPothesi5 o f two si3nals is correct. F o r
QP3 and 4 the noise subspace perturbations
start to introduce instab4lities into the
Prediction coefficientsr sllthtlr affectan3
theextraneousspectral
peaks.
occasion all^^ whenthenoiserealization
o? some
itself io Closetoasinusoid
freauency, one night see a large third peak
f o r the case
o f Q larger than 2 at a low
SNR,
Fiaure 2er correspondins
to
the
minimum norm solution, shous large srurious
peakswhichexhibittheill-conditioned
nature of the Problem.

c:

Fffect

n?

Chanaing the Relative Phase

:
In figure 4 , the effect o f chartsind the
initialphasedif?erencebetweenthe
s i n l ~ s o i d s ora thefreauencrestimation
performance and the CR bound is studied.
The estimation Performance of the FE method
at L=18 closely tracks the CR bound.

'Best' L ?or the FE nethod:

In figure 5 the 'best' value o f L f o r a
4 b: $
tthe
fixed N=25 is found to be about 1% (cr;jN/4)
w:
shoice o f Q v th- Tr-atlan
as discussed in section 3.
.

4 d:

e: Performance
Cadzow's Data:

Ue shall
now demonstrate the relative
insensitivitr o f the freauencr estimates to
the choice
ot Q r
the number o f principal
eiaenvrctorsincluded
in thePrediction
filter coarutation. The important point
is
that Q should be greater than or eaual t o M
but not too much larder than H. The same
data set as in eauation 1 is used,. SNR is 10
dB+
L is 18, For a Particular data block
o f 25 data s a m ~ l e sthe Sun o f the 2 (N-L)XL
datamatrixshowedtuorelative19large
singular values, 4.83 and 3.80, and the rest
uere smaller than
0.95, Hence it was easy
t o choosethe
value of Q as 2 . For more
ClOsel%spaced
sinusoidal sianals the
maanitude o f the second sinsualr value would
besmallermakinathechoice
o? Q more
difficult +

of

the

PE

Method

on

FiSure 6a and 6 b show the Performance of

the PE methodon data consistin3 o? two real
sinusoids and noise, This data set, due to
Cadzow (19)?(20) was Provided to UP bu
S,M.Kar,
The
beet
value
o f l;s3N/4=48r
(since N=64) waschosenand
S(f)
was
computed and i s shown in fis.6 a + The
matrix A had tour largesinaularvalues
86.26r82.52r23.22
and 21.SJ since the data
had two real (or four complex) sinusoidsr
The rest of the sinrular values uere less
than 8.17, Thus 0 uas chosen as 4 . Fasure
6 b shows the KF case withL=N-4/2=62.
This
case invoved inversion of only 4 ~ matrix
4
AA*
(see eauation 8 ) .
4 f: FE method on 2-D data:

Uecomputedtherredictionfilter
SVD f o r various assumed
coef?icients usins
values o f a bu settins the
rest o f the
sinsiular Values to
zerov as said before.

In fisure 7a and 7br the Performance of

the OFT and FE method on a 2-D data arraw
spaced(in
consisting o f twoclosely

14) D.W,Tuftr
and R.Kumaresan?
mSinduler
Value Decompositon and Freauencv Estimation
by Linear Predictionr'
submittedto
IEEE
Trans. on ASSP f o r Publication,
1 5 ) C.L.Lauson and RIJeHensonr Solvins Least
SauaresProblems?Prentice-HellrEnalewood
Cliffs, NJerl974.
16) V.C.Klemrna
and A.J.Laubr'The
Singular
Value Decomposition:
ItsComputationand
Some Arplicetionsr'
IEEE Trans. Automatic
6~
Controlr vol. AC-259 ~ ~ + 1 6 4 - 1 7A~r.1980.
17) J+H.Wilkinsonr The Alsebraic Eisenvalue
Problem, Clrendon Pressr Oxford? U.K+T 19659
18) F.E.Hildebrand9
Introductionto
NumericalAnalrsisrMcGraw-Hill,
NewYork P 1956
19)T+M+Sullivanr
0.L.Frost
and
J.R.Treichler,
'High resolutionsignal
estimation- ARGO Systemsr 1nc.r Tech. RePt.r
June 1978t
20) J I A t C a d z o u 'Hiah Performancespectral
estimation - A neu ARMA methodr' IEEE Trans.
on ASSP, Volr28r No.5,
October
1980rr~*524-529+
21) R.Kumaresan
and
D+W.Tuftsr ' A Two
for
DimensionalTechniaue
Freauencr-Wavenumber Estimationr' submitted
for
Publication to Proc. Lett. o f the Proc.
o f the IEEE.

freauencr and wavenumber) riirnals is shown.

The details o f the experiments are siven in
The 'spectral estimate'
i:filG
isshownin?iSure
7 band w 8 S
computed usins the formula

where H,and Hzare two auarter plane filters

usin0 the whole data array as their SUP POP^
(21)

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~
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9) D*W.Tufts and ReKumaresant 'Improved
SpectralResolution
1 1 ' ~ Proc.of ICASSP
19809 Arril 1980, P P I 592-597.
10) D.C+Rife and RIRIBoorstrn,'Multiple tone
f r o m discretetime
parameterestimation
observations'r
E I S + T I J I ~~ ~ ~ 1 3 8 9 - 1 4 1 0 1
N0V+1976*
11) StWILans and JIHIMclellan 'Freauencs
estimationuithmaximumentropyspectral
estimators-IEEETrans.
on ASSPIU01.28~
No.61 Dec.1980r pp.716-724.
1 2 ) R.Kumaresan
and
D.W.Tufts
'Improved
spectral
resolution
111: Efficient
realizationr'
Proc. Letter Proc. of the
IEEET ~ 0 1 . 6 8 ~~ o . 1 0 oct.19aot
~
13) D.W.Tufts
endRoKuaaresanr
'Freauencw
Estimation of Multiple Sinusoids: Hakina
LinearPredictionPerformLike
Haxiaturn
f o r Publication to
Likelihood?'Submitted
IEEE Trans+ on ASSPr MarchrSr 1981,

,529~16~

.I 1 2 ~ 1 0 - ~
.694~10-~
.513~10-~
-5
.4@x 10
.426~10-~

.347~10-~
.400~10-~
.514~10-~

.670~10-~

hi

Figure 2 :
ALL

EIGENVECTORS ARE

S e n s i t i v i t y of t h e S(f) and hence the

frequencyestimates

t o thechoice

of Q , t h e

assumed number of s i g n a l s i n t h e d a t a ,

e.e
FREWENCY

SNR:lOdB.

30

20

IO -5

10

20

szdB

SNR (INPUT>

Figure 3: Performance of the PE and FBLP methods as a continuous functionSNR.

of

Same data sets as in

Table 1 are used.

CR BOUND

Figure 4 : Performance of the PE method as a

function of the initial phase difference
A$.
The data y(n) :exp()(mf,n+c$,))+
exp(j(2nf2n +
$ 2 ) ) + w(n). n: O,1,..24 f =0.52Hz,
f2=O.5Hz, A $ Z $ ~ - $ ~ , $ =O.
1
2

Figure 5: Performance of the PE method as a

L. Same
function of the prediction filter order
data as in Figure 4 but with A+ fixed at a/4.

0.8

FREQUENCY

8.5089

6.b

-le.0080
0.8

FREQUENCY

8.5880

Fim.re 7a: Discrete Fourier Transform(magnitude) of a 2-Dimensional (2-D) 10 x 10 data array consistingof two
and wavenumbers. The data array. y(n,m) = exp (j(2~rx 0.24n
sinusoidal signlas with closely spaced frequenciej
2OdB.
+ 2il x 0.2 4m)) + exp (j(2~rx O.23n + 2 ~ rx 0.27m)) + W(n,m), n,m = 0,1,,.9. SNR

eJv) is computed as described in text

Fi@ Ire 7b: Plot of 10 log (; eJ', e'") for the above data set.(; eJ',
2-D data. Only a portion of the unit sphere is plotted.
usirig the KP case appropriately modified for

10

80] FREQUENCY

30

'

20

ESTIMATION

OF

Figure 8 : Performanceofthe
PE method i n comparisonwiththe
3.
much lower SNR compared t o t h a t i n F i g u r e

11

COMPLEX SINUSOID

CR bound.Note

t h a t t h e t h r e s h o l do c c u r sa t