Applications of truncated QR methods to sinusoidal frequency estimation

Abstract

Three truncated QR methods are proposed for sinusoidal frequency estimation: (1) truncated QR without column pivoting (TQR), (2) truncated QR with preordered columns, and (3) truncated QR with column pivoting. It is demonstrated that the benefit of truncated SVD for high frequency resolution is achievable under the truncated QR approach with much lower computational cost. Other attractive features of the proposed methods include the ease of updating, which is difficult for the SVD method, and numerical stability. TQR methods thus offer efficient ways to identify sinusoidals closely clustered in frequencies under stationary and nonstationary conditions.