Using an IIR adaptive filter bank to analyze short data segments of noisy sinusoids

An infinite impulse response (IIR) adaptive resonator-in-a-loop filter bank that can be used for high-resolution spectral analysis of not only long data segments, but short data segments as well, with accuracies approaching the Cramer-Rao lower bounds for SNRs as well as 10 dB is described. The basic approach taken is to reanalyze the data segment many times while running the data forward and backward through the filter, as the coefficients converge. Special care is taken at the data endpoints, when reinitializing the filter state variables, to eliminate transients.<
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