IEEE SIGNAL PROCESSING LETTERS, VOL. 22, NO.
8, AUGUST 2015
A Fine Resolution Frequency Estimator Based on
Double Sub-segment Phase Difference
Xiangdong Huang, Member, IEEE, and Xiang-Gen Xia, Fellow, IEEE
Abstract—A DFT-based frequency estimator with low compu-
tational complexity is proposed, which is derived by extracting the
phase difference from the peak DFT bins of two sub-segments from
input samples. Some of its statistical properties, such as asymptot-
ical unbiasedness and error variance, are derived. Furthermore, an
iterative procedure of frequency estimate is also presented. Simu-
lation results show that the proposed estimator’s accuracy is close
to those of AM estimator and CO estimator.
Index Terms—DFT, frequency estimator, phase difference.
I. INTRODUCTION
I T IS a fundamental problem in signal processing to estimate
the frequency in a single tone complex signal contaminated
in noise [1]. The simplest method is to use -point discrete
Fourier transform (DFT) when there are data samples of a
signal. This leads to a normalized frequency resolution of . to reduce the size of DFT. Based on this simple observation, in
To improve the accuracy of the DFT estimator, an additional step
of searching for the fractional part of the -point DFT resolu-
tion is usually implemented as follows. Consider to estimate one
frequency denoted as ( refers to the
set of positive integer numbers), . The estimation
is divided into two stages: a coarse estimation (to estimate the in-
teger number ) and a fine estimation (to estimate the frequency
offset, ). The coarse estimation finds the peak magnitude of the
-point DFT. For the fine estimation, there exist two categories
of methods: direct approaches and iterative approaches.
A direct fine estimation scheme is simple by designing one in-
terpolation function on the DFT bins in the vicinity of the peak
bin. Thus different interpolation schemes yield different direct
estimators, see [2]–[5]. Among these, Candan estimator [6] is at-
tractive since its minimum mean square error (MSE) is only 1.65
times more than the Crammer-Rao lower bound (CRB) [1], and
furthermore, its modified version is an unbiased estimator [6],
[7]. Recently, Candan and Orguner also developed a higher-ac-
curacy novel direct estimator using an arbitrary number of DFT
bins [8]. However, in general, the accuracy of a direct estimator
is highly related to the frequency offset .
Manuscript received October 23, 2014; accepted December 14, 2014. Date of
publication December 22, 2014; date of current version January 07, 2014. The
work of X. Huang was supported in part by the NSFC under Grant 61271322,
and was performed while he was visiting the Department of Electrical and Com-
puter Engineering, University of Delaware, Newark. The work of X.-G. Xia was
supported in part by the Air Force Office of Scientific Research (AFOSR) under
Grant FA9550-12-1-0055. The associate editor coordinating the review of this
manuscript and approving it for publication was Prof. Keith Davidson.
X. Huang is with the School of Electronics and Information Egineering,
Tianjin Univeristy,Tianjin, China (e-mail: xdhuang@tju. edu.cn).
X.-G. Xia is with the Department of Electrical and Computer Engineering,
University of Delaware, Newark, DE 19716 (e-mail: xxia@ee.udel.edu).
Color versions of one or more of the figures in this paper are available online
at http://ieeexplore.i.eee.org.
Digital Object Identifier 10.1109/LSP.2014.2385086
1070-9908 © 2014 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission.
See http://www.ieee.org/publications_standards/publications/rights/index.html for more information.
1055
An iterative technique can reduce a direct estimator’s accu-
racy dependency on the frequency offset . It carries out itera-
tions by treating the refined estimate of an earlier iteration as the
coarse estimate of the next one until the convergence [9], [10].
For most of the iterative estimators, only 2 iterations can lead
the MSE close to the CRB. The MSE of the iterative estimator
proposed by Aboutanios and Mulgrew [9] is only 1.0147 times
more than the asymptotic CRB for almost any frequency offset
case. The MSE of the iterative estimator proposed by Candan
and Orguner [8] also approximates the CRB closely.
From the above discussions, it is evident that it becomes hard
to improve the estimation accuracy of the above estimators. The
goal of this letter is to develop an estimator with the accuracy
close to those of the estimators in [8] and [9], but with a lower
computational complexity.
To reduce the computational complexity, one simple idea is
this letter, we propose a direct estimator based on double sub-
segment phase difference. It is derived through extracting the
phase difference from the peak DFT bins of two sub- segments
from input samples. We show that its computational complexity
is lower than those of the existing estimators. Furthermore, we
will prove the proposed estimator’s unbiasedness and derive the
proposed estimator’s closed-form expression of the estimation
error variance, from which one 2-iteration frequency estimation
procedure can be derived. We will also give numerical simula-
tions for the proposed estimator.
II. PROBLEM DESCRIPTION
A single complex exponential waveform observed under
white Gaussian noise can be modeled as
(1)
In (1), , , and are three unknown parameters, where
refers to a normalized frequency written as
(2)
The existing direct DFT-based estimators usually estimate the
normalized frequency from the result of -point DFT on the
whole sequence. In contrast, the main idea of this paper is to split
the whole sequence into two sub-segments and
with the same length and then estimate the frequency by syn-
thesizing these two sub-segments’ DFT results.
Without loss of generality, we assume that is even, i.e.,
. Note that when the -point DFT is replaced
by the two -point DFTs on the two sub- segments, both peak
positions and the frequency offsets may be changed. For the
noisy case, it should be emphasized that, the DFT magnitude
peak indices (for ) and (for ) should be searched
respectively. However, if the signal-to- noise ratio (SNR) is not
1056 IEEE SIGNAL PROCESSING LETTERS, VOL. 22, NO. 8, AUGUST 2015

too low, and are almost surely to be identical. Assume this TABLE I
common peak bin is at and the corresponding frequency FREQUENCY ESTIMATE PROCEDURE
offset is ( ). Then, we have
(3)
In (3), since the normalized resolutions of the -point and
-point DFTs are and , respectively, their fractional
frequency offsets are and
accordingly, where represents the rounding operation.
Thus, the focus is on the estimation of the offset from the
phase measurements of these two peak DFT bins.

III. PROPOSED ESTIMATOR TABLE II

COMPUTATIONAL COMPLEXITY COMPARISONS OF DIFFERENT ESTIMATORS
A. Estimator
To derive our proposed estimator, let us only consider noise-
free case, i.e., . To determine , we split
into two sub-segments as
and . Clearly, the time
difference between and is and it corresponds
to one phase shift of . Then, the sequence can be
written as
(4)

The DFT of can be easily derived as

Thus, the estimate of the frequency is

(12)
(5)
This method can be summarized in Table I.
Similarly, one can also derive the DFT result of as
B. Analysis of Computational Complexity
We now compare the detailed computational complexities be-
(6) tween the proposed estimator, Aboutanios and Mulgrew (AM)
estimator [9], and Candan and Orguner (CO) estimator [8].
Now we investigate the peak DFT bins at . Since As to AM estimator for the 1st iteration [9], the -point DFT
, combining (5) with (6) yields is implemented first. Then, the peak bin is searched and
two series summations for calculating the 0.5-translated peak
DFT bins and are conducted. Finally, and
are substituted to one formula to calculate the frequency offset .
(7)
As to CO estimator [8], the -point DFT is implemented first.
Taking the phase terms from (7), we have
Then, the peak index is searched and
pairs of DFT bins around the peak bin are utilized to calculate
(8) the offsets . Lastly, are substituted
to one formula to calculate the frequency offset .
As [8] pointed out that the computational complexity for cal-
Then, replacing in (8) by and subtracting culating the estimation formulas (for the proposed estimator,
from yields they are (10)–(12)) for a direct estimator is not significant, we
only need to compare the DFT calculations, DFT bins consid-
(9) ered and the extra operations listed in Table II.
Note that the number of the complex multiplications of the
To uniquely solve the fractional number in (9), the phase am-
-point DFT is about more than that of the -point DFT.
biguity term should be removed. Note that
From Table II, one can see that our proposed estimator in this
), since . If we implement
paper has a lower computational complexity than the other two.
modulo operation on the observed phase difference
as
IV. STATISTICAL PROPERTIES AND IMPROVED
(10) ITERATIVE PROCEDURE
This section mainly proves some statistical properties for our
Then . To move the phase difference into , proposed estimator, from which an improved iterative procedure
we conduct the following adjustment can also be derived. To facilitate the derivations, we only discuss
the high SNR case when noise cannot submerge the two peak
(11) DFT bins.
HUANG AND XIA: FINE RESOLUTION FREQUENCY ESTIMATOR 1057

TABLE III B. Variance Analysis

ITERATIVE PROCEDURE
In (15), since only and are random variables, the variance
of can be approximately written as

(19)
In (19), is the SNR. Then, using the symmetry property,
we have

(20)

Then, combining (12) and (20), the variance of the ultimate es-
timate can be deduced as
A. Unbiasedness Property var
(21)
Assume that is zero-mean Gaussian noise with variance
and its DFT at is . We know that its real and When is large enough, substituting with
imaginary parts are both real Gaussian random variables with yields
zero mean and variance .
Combining (7), one can derive the peak DFT bin as (22)

The correctness of (22) will be verified through simulations in

the next section.

C. Improved Iterative Procedure

It should be noted from (22) that the frequency estimate var-
iance decreases as decreases, which indicates that moving
(13) into a smaller region helps to improve the performance. This
can be achieved by removing the estimate of the offset from
Note that the phase adjustments in (10) and (11) can guarantee the signal and reapplying the proposed estimator to the compen-
. Therefore, we may ignore the phase ambiguity, sated data, which is described in a 2-step procedure in Table III.
and the observed phase can be denoted as
V. NUMERICAL COMPARISON
In this section, we compare the root-mean-square error
(14) (RMSE) results of the proposed method with the estimators
of Candan [6], Candan and Orguner [8], Aboutanios and
Mulgrew [9]. The frequency of the signal in (1) is set as
When SNR is high enough, the numerator in the term , i.e., and the number of samples
in (14) is very likely much smaller than the denominator in the and thus . Specifically, the comparisons
term. Then, can be approximately denoted as for different cases of SNRs, offsets and iterative modes are
considered. In each case, 10000 Monte Carlo simulations are
conducted.
(15)
Note that, in (15), only and are random variables from the A. RMSE Comparison Under Different SNRs
noise, while the other variables, such as , , are fixed signal Specify the frequency offset and thus
parameters that are irrelevant to the noise. Since the expectation accordingly. In the
in terms of the noise terms and in (15) equals 0, comparison, Fig. 1 gives the root of CRB [1] (black curve), the
the following holds RMSE of the proposed estimator (square red curve), the root of
(16) the proposed estimator’s theoretic variance (dotted red curve)
calculated by (22), the RMSE of Candan estimator (triangle blue
Similarly, using the symmetry property, one can also easily de- curve), the RMSE of Candan and Orguner estimator (dot blue
rive as curve and pairs of DFT bins were used), the RMSE
of Aboutanios and Mulgrew estimator (circle black curve). To
(17)
differentiate the iterative modes, Fig. 1(a) shows the above esti-
Since the peak DFT bin at is not submerged by the noise, mators for the 1st iteration, and Fig. 1(b) shows the above esti-
combining (12), (16) and (17) yields mators for the 2nd iteration.
From Fig. 1(a) and Fig. 1(b), the following conclusions can
(18) be drawn:
1) For the 1st iteration case, the proposed estimator has the
Therefore, the proposed estimator is approximately unbiased. highest accuracy, since its RMSE is closer to the CRB
1058
Fig. 1. RMSE curves of Candan estimator [6], CO estimator [8], AM estimator
[9], and the proposed estimator: (a) First iterations of the estimators; (b) Second
iterations of the estimators.
than the other estimators. Moreover, just as Candan esti-
mator and CO estimator, the proposed estimator is unbi-
ased, comparing to that AM estimator’s RMSE is biased
when dB.
2) The proposed estimator’s theoretical root variance (dotted
red curve in Fig. 1(a)) calculated by (22) fits well with the
proposed estimator’s RMSE curve, which verifies the cor-
rectness of (22).
3) For the 2nd iteration case, all the estimators’ RMSEs are
lower than that of the 1st iteration case. With the 2nd iter-
ation, the RMSEs of CO estimator and AM estimator are
the lowest, and the proposed estimator takes the 2nd place,
and Candan estimator still has the highest RMSE.
4) On the heavy noise region for dB, one can see that
the proposed estimator experiences thresholding at a little
higher SNR than the other estimators (3 dB higher for the
1st iteration case and 1 dB higher for the 2nd iteration case),
since our proposed estimator utilizes smaller size DFTs.
IEEE SIGNAL PROCESSING LETTERS, VOL. 22, NO. 8, AUGUST 2015
Fig. 2. SNR gaps of Candan [6], CO estimator [8], AM estimator [9] and the
proposed estimator: (a) First iterations of the estimators; (b) Second iterations
of the estimators.
B. MSE Comparison Under Different Frequency Offsets
To compare the above estimator’s dependency of the fre-
quency offsets, we study their SNR gaps to the CRB calculated
as 10lg(MSE/CRB). Fig. 2(a) shows the 1st iteration case, and
Fig. 2(b) shows the 2nd iteration case, where the SNR is 30 dB.
From Fig. 2(a) and Fig. 2(b), two conclusions can be drawn:
1) For the 1st iteration case, the proposed estimator has the
smallest SNR gap for most of the offset cases, and CO esti-
mator and AM estimator take the second place, and Candan
estimator has the highest SNR gap. Moreover, the proposed
estimator’s SNR gap curve behaves smoother than the other
curves, indicating that its performance dependency on the
frequency offsets is lower than other estimators.
2) For the 2nd iteration case, all the estimators’ SNR gaps
are lower than that of the 1st iteration case. Comparatively
speaking, the SNR gaps of CO estimator and AM estimator
are the lowest, and the proposed estimator takes the 2nd
place, and Candan estimator still has the highest SNR
gaps.
VI. CONCLUSIONS
This letter proposes a novel direct DFT-based frequency es-
timator based on a double sub-segment phase difference, which
has a lower computational complexity than the existing compa-
rable direct estimators. Theoretical analysis on this estimator is
also given and an iterative procedure is derived. Simulations re-
sults verify that, for most of the frequency offsets, the proposed
estimator has the highest accuracy among the existing estimators
for the 1st iteration case and has the moderately high accuracy
for the 2nd iteration case.
HUANG AND XIA: FINE RESOLUTION FREQUENCY ESTIMATOR
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