Extraction of Signals Buried in Noise: Non-Ergodic Processes

In this paper, we propose extraction of signals buried in non-ergodic processes. It is shown that the proposed method extracts signals defined in a non-ergodic framework without averaging or smoothing in the direct time or frequency domain. Extraction is achieved independently of the nature of noise, correlated or not with the signal, colored or white, Gaussian or not, and locations of its spectral extent. Performances of the proposed extraction method and comparative results with other methods are demonstrated via experimental Doppler velocimetry measurements.