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    This article is about the technique in signal processing. The term "frequency estimation" can also refer to probability estimation.

    Frequency estimation is the process of estimating the complex frequency components of a signal in the presence of noise. The most common methods involve identifying the noise subspace to extract these components. The most popular methods of noise subspace based frequency estimation are Pisarenko's Method, MUSIC, the eigenvector solution, and the minimum norm solution.

    For example, consider a signal, x(n), consisting of a sum of p complex exponentials,
    A_i = |A_i|,e^,

    in the presence of white noise, w(n). This may be represented as
    f(x) = sum_^p A_i e^ + w(n).

    Thus, the power spectrum of x(n) consists of p impulses in addition to the power due to noise.

    The noise subspace methods of frequency estimation are based on eigen decomposition of the autocorrelation matrix into a signal subspace and a noise subspace. After these subspaces are identified, a frequency estimation function is used to find the component frequencies from the noise subspace.


        Frequency estimation
            Methods of frequency estimation
            See also

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    Methods of frequency estimation

    Pisarenko's Method
    hat P_(e^) = rac



    MUSIC
    hat P_(e^) = rac,


    Eigenvector Method

    hat P_(e^) = rac


    Minimum Norm

    hat P_(e^) = rac
    mathbf = lambda mathbf_n mathbf_1


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    See also
     
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    Scientus.org Dictionary (Yet Another Wiki) RC : 1.39
    This article is licensed under the GNU Free Documentation License [copyleft]. It uses material from the Wikipedia article "Frequency estimation". link