By Topic

Bias and variance calculation of a principal component based frequency estimator

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $31
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Kot, A.C. ; Sch. of Electr. & Electron. Eng., Nanyang Technol. Inst., Singapore ; Lee, Y.D. ; Babri, H.

The authors address the performance evaluation of the state variable algorithm based on singular value decomposition in frequency estimation. The bias and the variance expressions of the estimated frequency are obtained analytically to study the characteristics and the performance of the algorithm with respect to the free parameters. The calculations are based on the second-order Taylor series approximation of the principal singular vectors and values of the data matrix and its related derivatives with respect to its elements. The derived bias and variance expression are verified to be valid via simulation results. The estimated bias and variance are compared for variation in the dimensions of the data matrix and for wide range of signal-to-noise ratio

Published in:

Vision, Image and Signal Processing, IEE Proceedings -  (Volume:142 ,  Issue: 4 )