Estimation of harmonic signal in AR noise

We address the problem of the estimation of real sinusoids in colored noise using methods based on the forth-order cumulants. In this paper we focus our attention on the resolution problem. We propose to compute the forth order cumulant matrix in order to solve the estimation problem of amplitudes a...

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Bibliographic Details
Main Authors: Benouareth, M., Doghmane, N., Zadam, M., Kihal, A.
Format: Conference Proceeding
Language:English
Subjects:
Additive noise
Amplitude estimation
Colored noise
Frequency estimation
Parameter estimation
Power harmonic filters
Signal generators
Signal processing
Signal resolution
Transversal filters
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Summary:We address the problem of the estimation of real sinusoids in colored noise using methods based on the forth-order cumulants. In this paper we focus our attention on the resolution problem. We propose to compute the forth order cumulant matrix in order to solve the estimation problem of amplitudes and frequencies from data blurred with colored noise of unknown power spectral density among the many that allow the reconstruction. For such cases, the methods based on the forth order cumulants are asymptotically efficient and have excellent performances. A simulated example is also presented to show the excellent performance in resolution of approach.
DOI:10.1109/ICECS.2003.1301819