STATISTICAL-ANALYSIS OF A SIMPLE CONSTRAINED HIGH-ORDER YULE-WALKER TONE FREQUENCY ESTIMATOR

In this work, a statistical analysis is performed for a simple constra ined high-order Yule-Walker (YW) tone frequency estimator obtained fro m the first equation of the constrained high-order YW equations. Expli cit expressions for its estimation bias and variance are efficiently d erived by virtue of a Taylor series expansion technique. Especially, b eing explicit in terms of frequency, data length and Signal-to-Noise R atio (SNR) value, the resulting bias expression can not be obtained by using the asymptotic analyses used for the parameter estimation metho ds. The obtained expressions are compared with their counterparts of t he Pisarenko tone frequency estimator. Simulations are performed to su pport the theoretical results.