Title :
An ESPRIT-like method for quadratic phase coupling estimation
Author :
Parthasarathy, Harish ; Prasad, Surendra ; Joshi, Shiv Dutt
Author_Institution :
Dept. of Electr. Eng., Indian Inst. of Technol., Bombay, India
fDate :
10/1/1995 12:00:00 AM
Abstract :
Two algorithms are proposed for estimating the quadratically coupled frequency pairs (QC pairs) in a signal consisting of complex sinusoids in white noise. Three matrices are constructed from the complex third-order cumulants of the noisy signal, the second and third being time shifted versions of the first. The list of coupled frequencies is obtained from the rank reducing numbers of the matrix pencil formed from the first matrix and either of the latter two. The first algorithm then pairs these components by relating quadratic coupling to the intersection of generalized eigenspaces corresponding to two of these frequencies. The coupling strengths are also obtained in terms of generalized eigenvectors in this intersection space. The second algorithm constructs a two-parameter matrix pencil using all the three matrices. The rank reducing pairs of this pencil on the unit circle yield the QC pairs and the associated generalized eigenvectors: the coupling strengths
Keywords :
eigenvalues and eigenfunctions; frequency estimation; higher order statistics; matrix algebra; phase estimation; signal processing; white noise; ESPRIT-like method; QC pairs; complex sinusoids; complex third-order cumulants; coupling strengths; generalized eigenspaces; generalized eigenvectors; intersection space; matrix pencil; noisy signal; phase coupling estimation; quadratically coupled frequency pairs; rank reducing numbers; rank reducing pairs; two-parameter matrix pencil; white noise; Biomedical signal processing; Data analysis; Electroencephalography; Frequency estimation; Gaussian noise; Information analysis; Phase estimation; Signal analysis; Signal processing; Signal processing algorithms;
Journal_Title :
Signal Processing, IEEE Transactions on