Estimation of frequencies of sinusoids in colored noise

This paper is concerned with the estimation of frequencies of sinusoids based on the data disturbed by colored noise. The noise is assumed to be an MA process and the bias compensated least squares (BCLS) algorithm is derived for estimating the coefficients of the linear difference equation for the sum of sinusoids. For the white noise case, the algorithm is closely related to the well-known Pisarenko method. To see the effectiveness of our method, several simulations are performed and the spectral estimates by ours and Burg method are presented.