Title :
A hybrid approach to harmonic retrieval in non-Gaussian ARMA noise
Author :
Zhang, Xian-Da ; Liang, Ying-Chang ; Li, Yan-Da
Author_Institution :
Dept. of Autom., Tsinghua Univ., Beijing, China
fDate :
7/1/1994 12:00:00 AM
Abstract :
Addresses the harmonic retrieval problem in colored noise. As contrasted to the reported studies in which Gaussian noise was assumed, this paper focuses on additive non-Gaussian ARMA noise. Our approach is hybrid in the sense that third-order cumulants are first used to identify the AR part of the non-Gaussian noise process, and then correlation-based high-resolution methods are used for the filtered process to estimate the number of harmonics and their frequencies. Simulation examples are presented to demonstrate the high resolution of this approach
Keywords :
harmonic analysis; information theory; noise; signal processing; stochastic processes; time series; additive non-Gaussian ARMA noise; autoregressive moving average; colored noise; correlation-based high-resolution methods; filtered process; frequency estimation; harmonic estimation; harmonic retrieval; hybrid approach; resolution; simulation; third-order cumulants; Covariance matrix; Eigenvalues and eigenfunctions; Fourier transforms; Gaussian processes; Hydrogen; Kernel; Multidimensional systems; Polynomials; Spline; Stochastic processes;
Journal_Title :
Information Theory, IEEE Transactions on