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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This work was supported in part by the Joint Services Electronics Program under Contract DAAG29-79-0047, the National Science Foundation under Grant Eng78-10003, and the Air Force Office of Scientific Research under Contract AF49-620-79-C-0058.
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Egardt, B., Kailath, T. & Reddy, V.U. High-resolution spectral analysis using multiple-interval adaptive prediction. Circuits Systems and Signal Process 2, 421–443 (1983). https://doi.org/10.1007/BF01599163
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DOI: https://doi.org/10.1007/BF01599163