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

Shi Yaowu; Dai Yisong; Gong Wenbin

Volume 17 Issue 1

Jan. 1995

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Article Navigation > Journal of Electronics & Information Technology > 1995 > 17(1): 13-19

Shi Yaowu, Dai Yisong, Gong Wenbin. CROSS-SPECTRAL MOMENT AND SVD METHODS ESTIMATING THE PARAMETERS OF CLOSE SINUSOIDS IN COLORED NOISE[J]. Journal of Electronics & Information Technology, 1995, 17(1): 13-19.

Citation:

Shi Yaowu, Dai Yisong, Gong Wenbin. CROSS-SPECTRAL MOMENT AND SVD METHODS ESTIMATING THE PARAMETERS OF CLOSE SINUSOIDS IN COLORED NOISE[J]. Journal of Electronics & Information Technology, 1995, 17(1): 13-19.

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

Received Date: 1993-04-13
Rev Recd Date: 1993-10-29
Publish Date: 1995-01-19

Abstract

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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References(1)

References

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