| 色噪声背景下正弦参量估计的互谱矩和SVD方法 |
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| 引用本文： | 石要武, 戴逸松, 宫文斌. 色噪声背景下正弦参量估计的互谱矩和SVD方法[J]. 电子与信息学报, 1995, 17(1): 13-19. |
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| 作者姓名： | 石要武 戴逸松 宫文斌 |
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| 作者单位： | 吉林工业大学电子系，吉林工业大学电子系，吉林工业大学电子系 长春 130022，长春 130022，长春 130022 |
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| 基金项目： | 1992年国家教委博士生基金 |
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| 摘 要： | 互谱估计方法是用于色噪声背景下正弦信号参量估计的一个十分有效的方法。但以往互谱估计都是采用FFT方法和互周期图法。本文首次将现代谱估计方法引入到互谱估计中,从理论上建立了互相关函数的Yule-Walker方程,并在此基础上进而提出了互谱估计的矩估计法和SVD方法。给出了仿真实例结果。
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| 关 键 词： | 信号处理 色噪声 互谱估计 |
| 收稿时间： | 1993-04-13 |
| 修稿时间： | 1993-10-29 |
CROSS-SPECTRAL MOMENT AND SVD METHODS ESTIMATING THE PARAMETERS OF CLOSE SINUSOIDS IN COLORED NOISE |
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| Shi Yaowu, Dai Yisong, Gong Wenbin. CROSS-SPECTRAL MOMENT AND SVD METHODS ESTIMATING THE PARAMETERS OF CLOSE SINUSOIDS IN COLORED NOISE[J]. Journal of Electronics & Information Technology, 1995, 17(1): 13-19. |
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| Authors: | Shi Yaowu Dai Yisong Gong Wenbin |
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| Affiliation: | Jilin University of Technology, Changchun 130022 |
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| 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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| Keywords: | Signal processing Cross-spectral estimation Colored noise |
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