色噪声背景下正弦参量估计的互谱矩和SVD方法

石要武; 戴逸松; 宫文斌

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色噪声背景下正弦参量估计的互谱矩和SVD方法

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- 文章访问数: 2170
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出版历程
- 收稿日期: 1993-04-13
- 修回日期: 1993-10-29
- 刊出日期: 1995-01-19

CROSS-SPECTRAL MOMENT AND SVD METHODS ESTIMATING THE PARAMETERS OF CLOSE SINUSOIDS IN COLORED NOISE

摘要

摘要: 互谱估计方法是用于色噪声背景下正弦信号参量估计的一个十分有效的方法。但以往互谱估计都是采用FFT方法和互周期图法。本文首次将现代谱估计方法引入到互谱估计中,从理论上建立了互相关函数的Yule-Walker方程,并在此基础上进而提出了互谱估计的矩估计法和SVD方法。给出了仿真实例结果。
- 信号处理; 色噪声; 互谱估计
Abstract: The Cross-spectral estimation methods are efficient in estimating the parameters of sinusoidal signals embedded in colored noise. But up to now there are only FFT and Cross-periodogram methods used in cross-spectral estimation. This paper introduces the modern auto-spectral estimation methods into cross-spetral estimation. The cross-correlation based Yule-Walker equation is proposed theoretically and the Moment and SVD algorithms for cross-spectral estimation are developed on the base. Finally a numerical example is given for comparing the presented methods with the well known Cadzow's SVD method.

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参考文献(1)

Sakar H. Estimation of Frequencies of Sinusoids in Colored Noise, Proc. 1CASSP-86 Tokyo, Japan, 1986, 177-180.Sherman P J, et al. High Resolution Spectral Estimation of Sinusoids in Colored NOLSC Using A Modified Pisarenko Decomposition, Proc. ICASSP-86 Tokyo. Japan, 1986, 181-184.[2]Chatterjee C, et al. IEEE Trans. on ASSP, 1987, ASSP-35(3): 328-337.[3]Padopulos C K, et al. IEEE Trans. on ASSP, 1990 ASSP-38(8): 1424-1436.[4]Ferrari A, et al. Estimation of the Frequencies of A Complex Sinusoidal Noisy Signal Using Fourth Order Statistics, Proc. ICASSP Toronto, Canada: 1991. 3457-3460.[5]Dai Yisong. Int[J].J. Electron.1991, 71(1):45-53[6]Ono T, et al. Journal of the Acoustical Society of Japan, 1988, 44(2): 91-95.[7]Lee Y, et al. A Cross-Power Spectral Method for Improved Measurement of Film Noise Power[8]Spectra, Proceedings of the SPIE-The Int. Soc. for Optical Engineering, Vol. 767, pt. 1, pp. 250-258.[9]戴逸松,石要武.电工技术学报,1992,(2): 38-42.[10]周荫清. 随机信号处理,北京:北京航空学院出版社,1987: pp.125.[11]黄登山.电子学报,1993,21(4): 101-104.[12]Cadzow J A, et al. IEE Proc.-F, 1983, 130(8): 202-210.

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文章访问数: 2170
HTML全文浏览量: 142
PDF下载量: 378
被引次数: 0

留言板

色噪声背景下正弦参量估计的互谱矩和SVD方法

计量

出版历程

CROSS-SPECTRAL MOMENT AND SVD METHODS ESTIMATING THE PARAMETERS OF CLOSE SINUSOIDS IN COLORED NOISE

计量

出版历程

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