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A Few Notes on Variance of Frequency Estimated Applying Analytical Leakage Compensation

One of the most accurate and commonly accepted methods for spectral analysis, i.e., estimation of frequency from samples of a signal, is Analytical Leakage Compensation, briefly called Analytical Solution (AS). The AS estimate is negligibly biased, but it is the whole class of solutions whose variance depends on a free parameter named K. Thus, an important step in AS algorithm is calculation of optimal Kopt, which selects the minimum variance solution from theoretically infinite set. The original paper [11] provides complete set of needed formulae, and here a few other relations are discussed, which can be used to further reduce the variance, if properly applied according to the specified criterion.

frequency estimation; variance; optimization

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