Harmonics in multiplicative and additive noise: parameter estimation using cyclic statistics

Author

Giannakis, Georgios B. ; Zhou, Guotong

Author_Institution

Dept. of Electr. Eng., Virginia Univ., Charlottesville, VA, USA

Volume

43

Issue

9

fYear

1995

fDate

9/1/1995 12:00:00 AM

Firstpage

2217

Lastpage

2221

Abstract

The problem of concern here is parameter estimation of harmonics in the presence of multiplicative and additive noise. Cyclic statistics are employed to estimate the frequencies and phases, after which the time series is demodulated and cumulants of the noise processes are estimated. The latter are then supplied to linear or nonlinear cumulant-based algorithms to identify ARMA model parameters for the noises. Cyclic statistics and higher order spectra-based approaches are shown to yield the same frequency estimates. Simulation examples illustrate the algorithms

Keywords

autoregressive moving average processes; frequency estimation; harmonic analysis; higher order statistics; phase estimation; spectral analysis; ARMA model parameters; additive noise; cumulant-based algorithms; cyclic statistics; demodulation; frequency estimation; harmonics; higher order spectra-based approaches; multiplicative noise; noise processes; parameter estimation; phase estimation; simulation; time series; Acoustic noise; Additive noise; Colored noise; Frequency estimation; Higher order statistics; Parameter estimation; Phase estimation; Phase noise; Signal processing algorithms; Yield estimation;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.414790

Filename

414790