| Some Frequency Estimation Algorithms |
| This site
presents some Matlab (tm) code
for estimation of the frequency of a single, constant tone in noise.
While these methods may be extended to the multiharmonic and multi-tone
cases, these programs do not include this extension.
Currently no explanations for the algorithms are available in HTML form. The only on-line reference is or here (PDF). The reference list from this, with some linking of authors, is available here in HTML form. Professor
Barry Quinn has recently completed a book on this topic: Quinn, B.G, Hannan, E.J. (2000) “The Estimation and Tracking of Frequency” Barry has made matlab code for the algorithms he describes in the book available here. |
| Algorithm Type | Matlab Code Links | Complexity | Statistically Efficient? |
| Maximum Likelihood (ML) & Approximate ML | Maximum Likelihood | > O(T log T) | Yes |
| Periodogram Maximiser | > O(T log T) | Yes | |
| Discrete-frequency Periodogram Maximizer | O(T log T) | No | |
| Fourier Coefficient | Interpolation Techniques supplied by Eric
Jacobsen, EF Data Corp (now Intel).
Some extra work done by Eric is available here (or mirrored here). |
O(T log T) | No |
| Signal Subspace | Minimum Variance | O(T3) | No |
| Bartlett | O(T3) | No | |
| Noise Subspace | Pisarenko | O(T) | No |
| MUSIC | O(T3) | No | |
| Phase Weighted Averagers |
Lank-Reed-Pollon, Kay, Lovell-Williamson, Clarkson-Kootsookos-Quinn |
O(T) | Depends on technique. Most No. |
| Filtering Techniques | Fernandes-Goodwin-de Souza | O(T) | Yes |
| Quinn-Fernandes | O(T) | Yes | |
| Hannan-Huang | ? | ? | |
| Nehorai-Porat | ? | ? |
| This code is Copyright (C) 1999 Peter J. Kootsookos unless otherwise stated. All code is provided under the terms of the GNU Public Licence Agreement. |
| Please send any bug reports or feature requests to Dr Peter J. Kootsookos. |
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