A generalized formulation for harmonic retrieval in correlated noise

Author

Naseri, Hassan ; Costa, Maice ; Koivunen, Visa

Author_Institution

Dept. of Signal Process. & Acoust., Aalto Univ., Aalto, Finland

fYear

2014

fDate

19-21 March 2014

Firstpage

1

Lastpage

5

Abstract

In this paper we develop a generalized formulation for harmonic retrieval in correlated noise. Well-known spatial smoothing-based ESPRIT and the Matrix Pencil methods are important special cases of the proposed formulation. The connection between these methods is established analytically. The proposed generalized formulation is applicable to single-snapshot scenarios with arbitrary noise covariance matrix. Moreover, a numerical study is included showing that the Matrix Pencil method is robust to mismodeling of the noise covariance matrix.

Keywords

covariance matrices; direction-of-arrival estimation; signal processing; smoothing methods; time-of-arrival estimation; TDoA; arbitrary noise covariance matrix; correlated noise; generalized formulation; harmonic retrieval; matrix pencil methods; single-snapshot scenarios; spatial smoothing-based ESPRIT; Covariance matrices; Eigenvalues and eigenfunctions; Estimation; Harmonic analysis; Noise; Smoothing methods; Vectors; ESPRIT; Frequency estimation; Matrix Pencil; Small-sample support; TDoA;

fLanguage

English

Publisher

ieee

Conference_Titel

Information Sciences and Systems (CISS), 2014 48th Annual Conference on

Conference_Location

Princeton, NJ

Type

conf

DOI

10.1109/CISS.2014.6814179

Filename

6814179