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噪声中的谐波恢复问题是信号处理领域的一个典型问题,在众多领域中有着广泛的应用。本文主要研究零均值乘性和加性噪声并存下的二维谐波信号频率估计问题,提出了一种基于数据矩阵的奇异值分解和子空间的旋转不变性的零均值乘性和加性噪声中的谐波频率的估计方法。乘性噪声为零均值情形下传统的估计方法往往难以直接应用或估计失效。本文利用谐波模型信号特征,通过对观测信号进行平方运算构造了一个数据矩阵。通过对数据矩阵的特征值进行理论分析,结合子空间旋转不变性,得到了零均值乘性和加性噪声中的谐波频率和数据矩阵之间的一种内在关系。这个性质可以用于零均值乘性和加性噪声并存下的二维谐波信号频率估计,并且所得的二维频率能自动配对。仿真实验验证了本文所提算法的有效性。 相似文献
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针对非零均值乘性噪声中的谐波恢复问题,本文提出一种基于广义协方差矩阵的乘性噪声中谐波个数和频率的估计方法。首先定义一类广义协方差并构造广义协方差矩阵,通过对广义协方差矩阵进行特征值理论分析,得到了非零均值乘性噪声中谐波分量个数与协方差矩阵特征值之间的内在联系,这个性质可以用来估计谐波分量个数。而且利用子空间旋转不变性技术,可以从协方差矩阵中估计出谐波的频率。本文所提方法对于乘性和加性噪声的颜色和分布均无任何假设,可以应用于任意分布和任意颜色的乘性和加性噪声中的谐波恢复。仿真实验表明,本文所提谐波恢复方法具有很高的频率分辨率。 相似文献
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四元数和超复数在二维二次非线性相位耦合分析中的应用 总被引:2,自引:0,他引:2
针对二维二次非线性相位耦合分析中的分维配对问题,本文首先对一般二维谐波信号模型进行变换,构造了符合四元数结构的新的信号模型.接着讨论了Hamilton四元数、三维超复数及"新四元数"在估计二维谐波频率中的可能性.最后根据上述模型利用特殊的三阶累积量切片分析了加性高斯有色噪声中二维二次非线性相位耦合及联合Hamilton四元数和超复数在二维二次非线性相位耦合中的应用前景.此方法避免了在复数模型的二维二次非线性相位耦合分析中构造复杂的增广矩阵,并从根本上解决了通过分维求取频率之后,频率配对中所有可能产生的错误频率对,以及有可能产生的两维频率估计精度的不平衡性.仿真实验验证了本文的理论. 相似文献
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噪声中的谐波恢复问题是信号处理领域的一个典型问题,在众多领域中有着广泛的应用。本文主要研究加性有色噪声中谐波频率的估计问题,提出了一种基于子空间旋转不变性的谐波频率的高分辨率估计方法。利用观测信号的自协方差函数构造了一个协方差矩阵,通过对协方差矩阵的特征值进行理论分析,结合子空间旋转不变性,得到了加性有色噪声中谐波的频率和协方差矩阵之间的一种内在联系。利用这个性质可以估计加性有色噪声中谐波的频率。本文方法对于有色噪声的模型无任何假设,而且对于噪声的分布也没有限制,对于高斯和非高斯有色噪声都适用。仿真实验验证了本文所提算法的有效性。 相似文献
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对于二维谐波信号的四元数模型,首先论述其与二维谐波的实数模型和复数模型之间的对应与转换关系,之后提出运用四元数矩阵奇异值分解估计二维谐波中频率参量的算法.这种算法首先可以利用四元数矩阵的奇异值判断出原始的二维谐波信号个数,然后再分别利用四元数矩阵的左、右奇异向量中的噪声向量构造的噪声子空间估计出两维的谐波频率参量.算法本身需要的数据量少,数据矩阵构造简单,并且可以同时估计出两维谐波频率参量.从仿真实验中可以看出,本文提出的算法计算量相对其它针对二维谐波四元数模型的算法要小.仿真实验验证了本文算法的正确性. 相似文献
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This paper proposes a novel method to detect the number of two‐dimensional (2D) harmonics in additive colored noise based on the enhanced covariance matrix. We define an enhanced covariance matrix using the covariances of the observed signal. We get a special inherent relation between the number of 2D harmonics in additive colored noise and the eigenvalues of the enhanced covariance matrix, which can be used to detect the number of 2D harmonics in additive colored noise by analyzing the eigenvalues of the enhanced covariance matrix. The proposed method has a super resolution and does not need to assume the color and distribution of the additive noise. The effectiveness of the proposed method has been validated by both the theoretical analysis and extensive simulations. Copyright © 2012 John Wiley & Sons, Ltd. 相似文献
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The problem of estimating the frequencies of harmonics in multiplicative and additive noise is addressed. The cyclic mean (CM) can be used if the multiplicative noise has nonzero mean; the cyclic variance (CV) can be used whether or not the multiplicative noise has zero mean. This paper answers the following question: under what conditions should we use the CV instead of the CM? The criteria used are the ease of detection and the accuracy of estimation. The CV is preferable to the CM if the coherent to noncoherent harmonic power ratio is less than a threshold that depends on the first four cumulants; when the noises are colored, this threshold becomes frequency dependent. Third- and fourth-order cyclic statistics are also studied, and it is shown that they will always be outperformed either by the CM or CV when the multiplicative noise is symmetric 相似文献
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本文利用特殊四阶时间平均多矩谱对任意均值乘性噪声与任意均值加性噪声共存,并且乘性噪声之间相关、乘性噪声与加性噪声之间相互独立的噪声背景下的三次非线性耦合进行了分析,该方法能够有效地估计出观测信号中参于三次非线性耦合的频率和耦合产生的频率.并且该方法无需限制乘性噪声与加性噪声的颜色和分布.最后,文中把此方法拓广到二维,用此二维四阶时间平均多矩谱方法分析了二维三次非线性耦合问题,同样取得了良好的效果.仿真实验验证了文中结论. 相似文献
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The problem of concern here is parameter estimation of harmonics in the presence of multiplicative and additive noise. Cyclic statistics are employed to estimate the frequencies and phases, after which the time series is demodulated and cumulants of the noise processes are estimated. The latter are then supplied to linear or nonlinear cumulant-based algorithms to identify ARMA model parameters for the noises. Cyclic statistics and higher order spectra-based approaches are shown to yield the same frequency estimates. Simulation examples illustrate the algorithms 相似文献
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In this paper, a simulation model of bistable system subject to multiplicative and additive noise is built on the basis of the theory of stochastic resonance(SR). SR phenomenon appears in the system subject to multiplicative and additive noise when a single signal transmits in the system. The output waveforms and the power spectrums at different frequencies are compared. The impact of the intensity of multiplicative and additive noise on the bistable system is discussed. It is found that this simulation model can upgrade the quality of the signal processing and the noise intensity can be effectively used for improving the effect of SR. 相似文献
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乘性和加性噪声中谐波恢复的循环统计量方法 总被引:6,自引:0,他引:6
本文从循环平衡的观点出发来研究乘性和加性噪声中的谐波恢复问题.首先,在一定条件下建立了一般复过程的有限长付里叶变换的大样本性质.然后,得到了任意阶循环矩的样本估计关于循环频率的一致收敛速度.对于乘性和加性噪声中的谐波信号,建立了一、二、三阶循环矩样本估计的统计性质.在此基础上,分别提出了基于不同阶循环矩的谐波分最个数和频率的估计方法,并得到了估计的强相容性质和强收敛速度,最后给出了模拟实验结果. 相似文献
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Xian-Da Zhang Ying-Chang Liang Yan-Da Li 《IEEE transactions on information theory / Professional Technical Group on Information Theory》1994,40(4):1220-1226
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 相似文献
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Gini F. Giannakis G.B. Greco M. G. Tong Zhou 《Signal Processing, IEEE Transactions on》2001,49(9):1886-1898
Subspace approaches have become popular in the last two decades for retrieving constant amplitude harmonics observed in white additive noise because they may exhibit superior resolution over the FFT-based methods, especially with short data records and closely spaced harmonics. We demonstrate that MUSIC and ESPRIT methods can also be applied when the harmonics are corrupted by white or wideband multiplicative noise. The application context is the retrieval of texture information from high resolution and low grazing angle radar clutter data affected by wideband colored speckle that is modeled as complex multiplicative noise. Texture information is fundamental for clutter cancellation and constant false alarm rate (CFAR) radar detection. A thorough numerical analysis compares the two subspace methods and validates the theoretical findings 相似文献
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研究了在乘性和加性色噪声以及加性非对称双值噪声作用下方波信号驱动的延迟双稳系统中的随机共振现象。基于小延迟近似,在绝热近似条件下推导出了系统输出信噪比(Signal-to-Noise Ratio, SNR)的解析形式。分析结果表明,随着双值噪声强度与非对称性参数、方波信号幅度以及乘性和加性色噪声强度的变化,SNR表现出了随机共振行为。随着延迟时间、色噪声相关时间和系统参数的增大,SNR作非单调变化。 相似文献