Skip to Main Content
The problem of estimating the parameters of sinusoids corrupted by additive noise arises both in time series analysis and array processing. The performance of a certain type of maximum entropy spectral estimator based on a modified covariance method of linear prediction has been studied analytically in the high signal-to-noise region. The peak positions in the spectral estimate have been shown to provide low bias estimates which approach the Cramer-Rao bound on variance. The frequency/ angle of arrival estimates obtained in such a manner can be used to form nearly efficient estimates of the component amplitudes by a linear least squares fit.