色噪聲背景下正弦參量估計(jì)的互譜矩和SVD方法
CROSS-SPECTRAL MOMENT AND SVD METHODS ESTIMATING THE PARAMETERS OF CLOSE SINUSOIDS IN COLORED NOISE
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摘要: 互譜估計(jì)方法是用于色噪聲背景下正弦信號(hào)參量估計(jì)的一個(gè)十分有效的方法。但以往互譜估計(jì)都是采用FFT方法和互周期圖法。本文首次將現(xiàn)代譜估計(jì)方法引入到互譜估計(jì)中,從理論上建立了互相關(guān)函數(shù)的Yule-Walker方程,并在此基礎(chǔ)上進(jìn)而提出了互譜估計(jì)的矩估計(jì)法和SVD方法。給出了仿真實(shí)例結(jié)果。
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關(guān)鍵詞:
- 信號(hào)處理; 色噪聲; 互譜估計(jì)
Abstract: The Cross-spectral estimation methods are efficient in estimating the parameters of sinusoidal signals embedded in colored noise. But up to now there are only FFT and Cross-periodogram methods used in cross-spectral estimation. This paper introduces the modern auto-spectral estimation methods into cross-spetral estimation. The cross-correlation based Yule-Walker equation is proposed theoretically and the Moment and SVD algorithms for cross-spectral estimation are developed on the base. Finally a numerical example is given for comparing the presented methods with the well known Cadzow's SVD method. -
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