摘要
在互功率谱估计方法和高阶统计量理论相结合的基础上 ,提出了现代互高阶谱估计理论。首先推导并建立了基于互四阶累积量的Yule -Walker方程 ,并在此基础上提出了互四阶累积量的最小二乘 (LS)修正Yule -Walker方程方法。仿真结果表明 ,在混合色噪声背景下 ,在信噪比达到 - 5dB的情况下 ,该方法仍能有效地抑制相关的和不相关的色噪声 ,具有良好的频率估计性能。
Harmonic retrieval problem considered here concerns with the estimation of the sinusoidal frequencies in hybrid col - red noises. It is applied to the cross - spectral theory and high - order self - spectral theory now. In this paper, Yule - Walker equation based on cross - fourth - order cumulant is developed first. And least square (LS) modified Yule - Walker (LS - Yule - Walker) method is also provided. Simulation results show that the method is effective to estimation sinusoid signal frequencies from hybrid colored noises and has good performance.
出处
《系统工程与电子技术》
EI
CSCD
北大核心
2001年第5期41-43,50,共4页
Systems Engineering and Electronics
基金
国家自然科学基金资助课题! (F0 10 2 0 2 -69870 2 12 )