The Influence of Windowing on Bias and Variance of DFT-Based Frequency and Phase Estimation

In sinusoidal parameter-estimation problems for measurement applications, discrete spectra with high dynamic range are often under investigation. To suppress unwanted interference effects (ldquoleakagerdquo) in the discrete Fourier transform (DFT) spectrum, the application of data windows is common...

Full description

Saved in:
Bibliographic Details
Published in:IEEE transactions on instrumentation and measurement 2009-06, Vol.58 (6), p.1975-1990
Main Authors: Schuster, S., Scheiblhofer, S., Stelzer, A.
Format: Article
Language:English
Subjects:
Bias
CramÉr-Rao lower bound (CRLB)
Discrete Fourier transforms
Dynamic range
Fourier transforms
Frequency estimation
Frequency measurement
Instrumentation
Interference suppression
Mathematical analysis
Maximum likelihood estimation
Parameter estimation
periodogram
Phase estimation
Radar signal processing
Sampling
Signal processing algorithms
sinusoidal parameter estimation
Spectra
Variance
windowing
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:In sinusoidal parameter-estimation problems for measurement applications, discrete spectra with high dynamic range are often under investigation. To suppress unwanted interference effects (ldquoleakagerdquo) in the discrete Fourier transform (DFT) spectrum, the application of data windows is common practice. In this paper, the influence of windowing on the bias and variance of the frequency and phase estimates, calculated via the DFT, is investigated. Furthermore, the effect of choosing different sampling start times on both the bias and the variance is discussed.
ISSN:0018-9456
1557-9662
DOI:10.1109/TIM.2008.2006131