Presented at the 3rd International Symposium on Innovative Approaches in Scientific Studies (Engineering and Natural Sciences) (ISAS2019-ENS), Ankara, Turkey, Apr 19, 2019

SETSCI Conference Proceedings, 2019, 4, Page (s): 533-536 , https://doi.org/

Published Date: 01 June 2019    | 734     9

Several statistical analyses of the Pisarenko harmonic decomposition (PHD) method for frequency estimation of a single real sinusoid in noise have been carried out in the literature. However, all of the analyses consider the phase of the sinusoid as a constant parameter which does not change from one snapshot to another. In this paper, it is assumed that the phase is a random variable uniformly distributed in an interval of length 2 . With the use of a simple variance analysis technique, an exact expression of the PHD frequency variance is derived. An approximate PHD variance formula for sufficiently large data lengths and signal-to-noise ratios is also given. Computer simulations are included to validate the theoretical development

Keywords - Frequency estimation; Real sinusoid; Pisarenko’s method; Variance analysis

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