Table 14 PHD algorithm

1. Given the model order k (number of sinusoids), find the autocorrelation matrix of the noisy observations with dimension k + 1(R _{y y} ).

2. Find the smallest eigenvalue (σ²) of R _{y y} and the corresponding eigenvector (H).

3. Set the elements of the obtained vector as the coefficients of the polynomial in (46). The roots of this polynomial are the estimated frequencies.