Frequency estimation of multiplicative ARMA noisy data

Parameter estimation for multiplicative noisy data is a pertinent signal processing problem encountered in a wide range of signalling and data-processing applications, including radar, sonar, radio astronomy, seismology and vibroacoustics. The assumption of additive noise is, in these contexts, insufficient for adequate signal modeling. The model considered here incorporates the Gaussian amplitude-modulated sinusoids. New algorithms are developed for frequency estimation. The corresponding probability density, prediction, innovation process and ergodicity property are presented. Higher order statistics are used, especially when the process is also contaminated by an additive noise