On Convergence and Bias Correction of a Joint Estimation Algorithm for Multiple Sinusoidal Frequencies
多正弦频率联合估计算法的收敛与偏差校正
Twenty years ago, Kay proposed an iterative filtering algorithm (IFA) for jointly estimating the frequencies of multiple complex sinusoids from noisy observations. IFA is based on the fact that the noiseless signal is an autoregressive (AR) process, so the frequency estimation problem can be reformulated as the problem of estimating the AR coefficients. By iterating the cycle of AR coefficient estimation and AR filtering, IFA provides a computationally simple procedure yet…