Estimation of multi-frequency signal parameters by frequency domain non-linear least squares
This paper presents a frequency domain method for estimating the parameters of a multi-frequency signal from the discrete-time observations corrupted by additive noise. With two weak restrictions on the window function used, a concise non-linear least squares-based parameter estimation model, which exploits the joint information carried by the spectral samples nearby each spectrum peak, is established, and utilising its particular structure an efficient two-step iterative algorithm is developed to solve it. The derived analytical expressions of the estimator variances indicate that this approach has superior accuracy over other computationally efficient frequency domain estimation methods. Simulation results confirm the validity of the presented method.
non-linear least squares parameter estimation spectral analysis discrete fourier transform statistical analysis