• DocumentCode
    1270869
  • Title

    Performance analysis of cyclic statistics for the estimation of harmonics in multiplicative and additive noise

  • Author

    Ghogho, Mounir ; Swami, Ananthram ; Garel, Bernard

  • Author_Institution
    Dept. of Electron. & Electr. Eng., Strathclyde Univ., Glasgow, UK
  • Volume
    47
  • Issue
    12
  • fYear
    1999
  • fDate
    12/1/1999 12:00:00 AM
  • Firstpage
    3235
  • Lastpage
    3249
  • Abstract
    The problem of estimating the frequencies of harmonics in multiplicative and additive noise is addressed. The cyclic mean (CM) can be used if the multiplicative noise has nonzero mean; the cyclic variance (CV) can be used whether or not the multiplicative noise has zero mean. This paper answers the following question: under what conditions should we use the CV instead of the CM? The criteria used are the ease of detection and the accuracy of estimation. The CV is preferable to the CM if the coherent to noncoherent harmonic power ratio is less than a threshold that depends on the first four cumulants; when the noises are colored, this threshold becomes frequency dependent. Third- and fourth-order cyclic statistics are also studied, and it is shown that they will always be outperformed either by the CM or CV when the multiplicative noise is symmetric
  • Keywords
    frequency estimation; harmonic analysis; higher order statistics; noise; signal detection; spectral analysis; additive noise; coherent to noncoherent harmonic power ratio; colored noise; cumulants; cyclic mean; cyclic statistics; cyclic variance; detection performance; estimation accuracy; fourth-order cyclic statistics; frequency dependent threshold; frequency estimation; harmonic retrieval; harmonics estimation; performance analysis; signal detection; spectral analysis; squared signal; symmetric multiplicative noise; third-order cyclic statistics; zero mean; Additive noise; Amplitude modulation; Frequency estimation; Higher order statistics; Noise level; Optical noise; Performance analysis; Power system harmonics; Signal processing; Statistical analysis;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.806069
  • Filename
    806069