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有色观测噪声背景下正弦信号参量估计的互谱Levinson方法
引用本文:石要武 戴逸松 等. 有色观测噪声背景下正弦信号参量估计的互谱Levinson方法[J]. 计量学报, 1995, 16(3): 169-175
作者姓名:石要武 戴逸松 等
作者单位:吉林工业大学
摘    要:本文从理论上证明了互相关函数的Yule-Walker方程,并在此基础上提出了互谱AR模型参数估计的Levinson递推自满,该自满可有效地克服传统互谱估计的FFT方法和周期图法存在的谱分辩率低、谱估计方差大等缺点,仿真试验表明,该方法还可有效的克服有色观测噪声对测量精度的影响。

关 键 词:有色噪声 互功率谱估计 正弦信号

Estimation of Parameters of Sinusoidal Signal Under Colored Noise Background by Cross-spectral Levinson Method
Shi Yaowu, Dai Yisong, Xie Xiaohua, Gong Wenhin. Estimation of Parameters of Sinusoidal Signal Under Colored Noise Background by Cross-spectral Levinson Method[J]. Acta Metrologica Sinica, 1995, 16(3): 169-175
Authors:Shi Yaowu   Dai Yisong   Xie Xiaohua   Gong Wenhin
Abstract:The Yule-Walker equation based on cross-correlation is proposed theoretically, and the Levinson algorithm is developed. The algorithm can efficiently overcome the shortcomings of the classical FFT and cross-periodogram methods for cross-spectral estimation. Finally, the method presented in this paper is compared with the well-known Cadzow's SVD method by a numerical example.
Keywords:Colored noise  Cross-spectral estimation  Weak sinusoidal sifnal  
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