Estimation - parametric estimation functions
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DSP.Estimation.esprit — Function
esprit(x::AbstractArray, M::Integer, p::Integer, Fs::Real=1.0)ESPRIT [1] algorithm for frequency estimation. Estimation of Signal Parameters via Rotational Invariance Techniques
Given length N signal "x" that is the sum of p sinusoids of unknown frequencies, estimate and return an array of the p frequencies.
Arguments
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x::AbstractArray: complex length N signal array -
M::Integer: size of correlation matrix, must be <= N. The signal subspace is computed from the SVD of an M x (N-M+1) signal matrix formed from N-M+1 length-M shifts of the signal x in its columns. For best performance for 1 sinusoid, use M = (N+1)/3 (according to van der Veen and Leus). For faster execution (due to smaller SVD), use small M or small N-M -
p::Integer: number of sinusoids to estimate. -
Fs::Float64: sampling frequency, in Hz.
Returns
length p real array of frequencies in units of Hz.