Frequency weighted generalized total least squares linear prediction for frequency estimation

This paper presents a frequency weighted generalized total least squares linear prediction for estimating closely spaced sinusoids. In this method, the received data is first processed by a pole-zero prefilter and then a generalized total least squares linear prediction is applied to the prefiltered signal. A procedure of optimizing the generalized solution is introduced. By computer simulations, it is shown that the solution can outperform the existing well known total least squares solutions especially in low signal-to-noise ratio.