Abstract
This paper presents whitening pre-filtered total least squares based on the maximum likelihood technique for root selection to resolve closely spaced signals for linear prediction. A frequency-weighting filter applied to the total least-squares method is commonly used to handle the problem of frequency estimation. This solution provides better performance than the traditional total least-squares technique does when the signal-to-noise ratio is low. However, the performance of total least squares using frequency- weighting filters yields biased effects when the signal-to-noise ratio is high, even worse than the traditional total least-squares method. In view of this, a whitening pre-filtered total least squares based on the maximum likelihood technique for roots selection is introduced. This technique can use the information from the output of the pre-filtered data to eliminate the bias inherent in the frequency-weighting filter method, and most importantly to maintain decent performance levels for a wide range of signal-to-noise ratios. Copyright © 2015 Springer Science+Business Media New York.
Original language | English |
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Pages (from-to) | 2739-2747 |
Journal | Circuits, Systems, and Signal Processing |
Volume | 34 |
Early online date | Feb 2015 |
DOIs | |
Publication status | Published - Aug 2015 |
Citation
So, C. F., & Leung, S. H. (2015). Maximum likelihood whitening pre-filtered total least squares for resolving closely spaced signals. Circuits, Systems, and Signal Processing, 34, 2739-2747. doi: 10.1007/s00034-015-9983-xKeywords
- Total least squares
- Frequency estimation
- Pre-filtered
- Linear prediction
- Maximum likelihood