Özilinti Matrisinin Oluşturulma Yönteminin Modele Dayalı Sinüzoidal Parametre Kestirimindeki Etkileri

Abstract

Although the maximum likelihood method gives the optimum solutions for the parameter estimation problem of the sinusoids embedded in noise, it is computationally difficult since it generally requires to solve nonlinear optimization problems. So some model-based parameter estimators with high frequency resolution property are preferred quite often. In order to find these estimates the first step is usually forming the autocorrelation (AC) matrix. In this work the effects of the method utilized in the generation of the AC matrix on the performances of sinusoidal parameter estimators are investigated. One way of forming the AC matrix is to use a Toeplitz structure with either the biased or the unbiased AC lag estimates as the matrix elements. Another way is to use the socalled "covariance method" in the AC matrix generation. In this method the matrix formed is no longer Toeplitz; but it is still symmetric. We can think of that the Toeplitz AC matrix is a perturbed version of the non-Toeplitz AC matrix. The differences in the performances of the MUSIC spectral estimator with Toeplitz; and non-Toeplitz AC matrix usage is related to the perturbation in the AC matrix estimate. For this purpose the 3 x 3 AC matrix is is utilized in the estimation of the frequency of a single sinusoid using the MUSIC frequency estimator. The accuracy of the perturbation analysis is checked with the simulation results. Additionally, the fact that the performance of an estimator with data windowing and Toeplitz AC matrix generation becomes near to the performance of the same estimator with non-Toeplitz AC matrix is shown with simulation studies.