IEEE standard 1057, Cramér-Rao bound and the parsimony principle |
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| Tomas Andersson, Peter Händel |
- Abstract:
- The objective of this paper is to present the statistical properties of the IEEE-STD-1057/IEEE-STD-1241 sine-wave fitting algorithm. The proper Cramér- Rao bound is derived for both the three-parameter and four-parameter fitting algorithms. Further, we investigate the sine-wave fitting criterion, and derive its statistical properties on both the three- and four-parameter fitting cases. In a setup where the frequency is partially known, an analytical expression of the mean of the residual is derived. From the analysis, a simple formula is obtained indicating when to use one over the other. Finally some numerical evaluations confirming our analytical findings are presented.
- Keywords:
- sine-wave fitting, ADC testing, parsimony principle
- Download:
- IMEKO-IWADC-2003-56.pdf
- DOI:
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