Frequency estimation by DFT interpolation: a comparison of methods

Bernd Bischl, Uwe Ligges and Claus Weihs

No 2009,06, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

Abstract: This article comments on a frequency estimator which was proposed by [6] and shows empirically that it exhibits a much larger mean squared error than a well known frequency estimator by [8]. It is demonstrated that by using a heuristical adjustment [2] the performance can be greatly improved. Furthermore, references to two modern techniques are given, which both nearly attain the Cramér-Rao bound for this estimation problem.

Date: 2009
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:zbw:sfb475:200906

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