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Linear prediction approach for sinusoidal frequency estimation in colored noise

In this paper, we consider the problem of frequency estimation of sinusoidal signals from observations corrupted with colored noise. The proposed method is based on linear prediction property of sinusoidal signals. We express Yule-Walker equations as a quadratic eigenvalue problem whose solution corresponds to the parameters of signal and noise. The performance of the proposed algorithm is evaluated by comparing with Cramer Rao bound via computer simulation.