I. Introduction
Estimation of the frequency of a single noisy sinusoid is a long studied problem with applications including radar, sonar, telecommunications, astronomy, and medicine [1], [2]. In this paper, a single frequency signal is modelled as a complex sinusoid of the form A\exp\left(2\pi j(f_{0}n+\theta_{0})\right) \eqno{\hbox{(1)}}
where is the frequency, is the phase, , is the signal amplitude and . The aim is to estimate the parameters and from the signal v_{n}=A\exp\left(2\pi j(f_{0}n+\theta_{0})\right)+s_{n} \eqno{\hbox{(2)}}
where the sequence is a complex noise process. We shall assume, in this paper, that the random variables are independent and identically distributed, and that the distribution of does not depend on . This will occur exactly when the distribution of depends only on . To ensure identifiability we assume that and are in .