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

Volume

40

Issue

4

fYear

1994

fDate

7/1/1994 12:00:00 AM

Firstpage

1220

Lastpage

1226

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;

fLanguage

English

Journal_Title

Information Theory, IEEE Transactions on

Publisher

ieee

ISSN

0018-9448

Type

jour

DOI

10.1109/18.335951

Filename

335951