High-resolution spectral analysis using multiple-interval adaptive prediction |
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Authors: | B. Egardt T. Kailath V. U. Reddy |
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Affiliation: | 1. Information Systems Laboratory, Stanford University, 94305, Stanford, California, USA
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Abstract: | The problem of adaptively detecting two sinusoids corrupted by noise is considered, with emphasis on resolution properties. The approach is to form a spectral estimate from the coefficients of a Δ-step-ahead adaptive predictor. A theoretical analysis reveals that attention to the choice of the prediction horizon Δ gives a distinct improvement in the spectral estimate and in the resolution of the signals. The theoretical results are illustrated with numerical examples. Comparisons with previously suggested techniques are also made. |
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