A DFT based alternating projection algorithm for parameter estimation of superimposed complex sinusoids (Q1329431)

We consider the alternating projection algorithm suggest by Ziskind and Wax for parameter estimation of superimposed complex sinusoids (cisoids) embedded in noise, and show how the objective function being maximized at each step can be expressed as a nonlinear function of the Fourier transforms of the observed data and discrete cisoids. We obtain elegant expressions for the objective functions for the case when the number of cisoids is two and develop a discrete Fourier transform based algorithm for this case. Simulation results are presented to show how the developed algorithm performs in comparison with the other techniques.