Gaussian noise blind power spectrum estimation from higher order spectra

Author

Turkbeyler, E. ; Constantinides, A.G.

Author_Institution

Dept. of Electr. & Electron. Eng., Imperial Coll. of Sci., Technol. & Med., London, UK

fYear

1993

fDate

1-3 Nov 1993

Firstpage

1167

Abstract

Signal measurements are generally corrupted by some form of noise which is normally taken to be additive noise. Such noise degrades conventional power spectrum estimates. Higher order statistics, however offer a method for power spectrum estimation for which the effect of additive Gaussian noise is eliminated. A new method based on higher order statistics is proposed to estimate the power spectrum. The method employs the trispectrum and bispectrum to calculate the power spectrum, and correspondingly the autocorrelations. Nonparametric and parametric methods (AR, MA, ARMA models) can be employed to estimate the trispectrum and bispectrum, but in this paper, nonparametric bispectrum and trispectrum estimation methods are used. Simulation studies are presented which compare the method with conventional techniques

Keywords

correlation theory; estimation theory; nonparametric statistics; random noise; spectral analysis; statistical analysis; AR models; ARMA models; MA models; additive Gaussian noise; autocorrelations; blind power spectrum estimation; higher order spectra; higher order statistics; nonparametric bispectrum estimation; nonparametric methods; nonparametric trispectrum estimation; signal measurements; simulation studies; Additive noise; Autocorrelation; Degradation; Fourier transforms; Gaussian noise; Higher order statistics; Integrated circuit modeling; Linear systems; Noise measurement; Random processes; Spectral analysis;

fLanguage

English

Publisher

ieee

Conference_Titel

Signals, Systems and Computers, 1993. 1993 Conference Record of The Twenty-Seventh Asilomar Conference on

Conference_Location

Pacific Grove, CA

ISSN

1058-6393

Print_ISBN

0-8186-4120-7

Type

conf

DOI

10.1109/ACSSC.1993.342388

Filename

342388