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
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