Total least squares linear prediction for frequency estimation with frequency weighting

This paper presents a general total least squares (GTLS) solution for linear prediction to estimate closely spaced sinusoids. It is found that the TLS prediction error is not a good criterion to provide a robust solution. In this paper, a frequency weighted prediction error approach is introduced. Experimental results show that the GTLS solution based on the frequency weighted prediction error can give a robust performance even in very low SNR.