几乎周期MA信号参数的闭式递推估计

Closed-Form Recursive Estimation for Parameters of Almost Periodic MA Signal

本文利用高阶循环统计量讨论几乎周期滑动平均 (APMA)信号参数的闭式递推估计 .建立了两组关于APMA信号系数和奇数阶时变累量的关系式 ,并据此提出了两种直接估计信号参数的方法 .在此基础之上 ,导出了信号参数的闭式递推估计 .最后 ,给出了所提方法的模拟结果 .

This paper deals with the closed form recursive estimation for parameters of almost periodic moving average (APMA) signal using higher order cyclic statistics.Two groups of representation formulas relating the coefficients of APMA signal and odd order time varying cumulants are established,from which two direct algorithms are presented for estimating parameters of APMA signal.As a consequence,the closed form recursive formulas of APMA coefficients are derived.Simulations are given to illustrate the performance of the presented methods.