Abstract: In this paper, we provide a very convenient, closed-form formula for the variance of the single tone frequency estimator in the reformed Pisarenko harmonic decomposer method. Several computer experiments show that calculated and measured variances are in excellent agreement. Our formula is useful when a small number of signal samples are used for frequency estimation, as asymptotic forms can lead to important errors.
Keywords: Noisy real sinusoid, frequency estimation, RPHD method, variance ana-lysis.