Linked Questions
9 questions linked to/from Estimate Sine Frequency under White Noise — simple and effective method
20
votes
9
answers
7k
views
Is there an algorithm to compute the phase for a single frequecy?
If you have a function $f(t)=A \cdot \sin(\omega t+\phi)$, and reference sin wave $\sin(\omega x)$ what would be a fast algorithm to compute $\phi$?
I was looking at Goertzel algorithm, but it doesn'...
9
votes
3
answers
8k
views
Extract Sine Phase and Amplitude - accurate and robust method
This is a followup question to one I asked earlier based on the chat after the answer given by @hotpaw2, and cross-posted from stackoverflow since it was suggested it is more relevant to DSP. I have a ...
6
votes
3
answers
988
views
Does analytic signal have positive instantaneous frequency?
The Analytic representation of a signal has no negative frequencies.
Does this mean that everywhere, it's instantaneous frequency is positive?
4
votes
2
answers
1k
views
How does the effect of windowing change with the phase of the input signal?
I am calculating the SNR (signal power to noise power) for a sine wave. I don't have an integer number of periods in the waveform being analyzed, so I am using a flattop window to reduce spectral ...
7
votes
2
answers
813
views
Estimation of the Amplitude of a Sine / Cosine Wave and Its Independence of the SNR / Amplitude of the Wave
Consider a sinusoid in AWGN:
$$Y = A \cos(\omega t+\phi)+n $$
Assume the frequency and phase are known. To estimate $A$ we can use least squares (which in this case is equivalent to the DFT):
$\hat{A} ...
1
vote
2
answers
731
views
DFT of a sine, closed form solution and insights
I seek to calculate, mathematically, the Discrete Fourier Transform,
$$
\texttt{DFT}\{x\}[k] = \sum_{n=0}^{N - 1} x[n] e^{-j2\pi k n / N}
$$
of any arbitrary real-valued sine: any frequency, duration, ...
4
votes
1
answer
821
views
How to determine the CRLB for FFT based estimator with MATLAB?
I am trying to determine the CRLB for FFT-based frequency estimation in MATLAB. For this, I am simulating a single sinusoid in white noise with different amplitudes and constant noise power. Here is ...
2
votes
2
answers
711
views
The uncertainty principle - Why does it imply that we can't localise
The uncertainty principle states that if you have a signal which is very concentrated in time, then its Fourier transform will be rather outspread and vice versa. However, I don't really understand ...
4
votes
3
answers
162
views
Algorithm for finding best matching sin wave to input signal
Question
Suppose I take a signal $y(t) = \cos(2\pi \cdot 4.1t + 2)$ and I sample it uniformly up to 2 seconds.
Given only these time samples, how would I design an algorithm that finds the pair of ...