摘要
从通信和探测系统需要的频率估计出发,文中研究了实乘性和复加性随机噪声中复谐波的恢复问题,表明循环均值和循环相关函数可用来对不同分布的有色实乘性和复加性随机噪声中的谐波进行恢复,分别对于非零均值和零均值乘性噪声情形分析了循环估计量的性能.证明了循环估计量与一定意义下的最小二乘估计量渐近等价,并给出了循环估计量的大样本方差表达式.模拟结果验证了大样本性能分析.
The concern here is retrieval of harmonic observed in multiplicative and complex additive noises. Cyclic mean and correlation statistics have proved to be useful for harmonic retrieval in the presence of real-valued multiplicative and complex-valued additive noise of arbitrary color and distribution. Performance analysis of cyclic estimators is carried through for both nonzero and zero mean multiplicative noises. Cyclic estimators are shown to be asymptotically equivalent to certain nonlinear least squares estimators, and large sample variance expressions of the cyclic estimators are derived. Simulations validate the large sample performance analysis.
关键词
循环估计量
随机噪声
信号处理
Cyclic estimator, Performance analysis, Multiplicative random noise, Complex-valued additive random noise, Harmonic retrieval
