Title :
Estimation of harmonic signal in AR noise
Author :
Benouareth, M. ; Doghmane, N. ; Zadam, M. ; Kihal, A.
Author_Institution :
Faculte des Sci. de l´´ingenieur, Annaba Univ., Algeria
Abstract :
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.
Keywords :
amplitude estimation; autoregressive processes; eigenvalues and eigenfunctions; filtering theory; frequency estimation; higher order statistics; random noise; signal classification; signal sampling; singular value decomposition; time series; MUSIC algorithm; amplitudes estimation; asymptotically efficient; autoregressive noise; colored noise; data matrix; eigenvalue decomposition; forth-order cumulants; frequencies estimation; harmonic signal estimation; parameter estimation; real sinusoids; singular values; sinusoidal components; time series; transversal filter; Additive noise; Amplitude estimation; Colored noise; Frequency estimation; Parameter estimation; Power harmonic filters; Signal generators; Signal processing; Signal resolution; Transversal filters;
Conference_Titel :
Electronics, Circuits and Systems, 2003. ICECS 2003. Proceedings of the 2003 10th IEEE International Conference on
Print_ISBN :
0-7803-8163-7
DOI :
10.1109/ICECS.2003.1301819