多信号最小距离谱分析

Minimum Distance Spectral Analysis of Multiple Signals

本文提出了能同时估计多个功率谱的多信号最小距离谱分析方法,只要这些信号的先验谱以及它们的自相关函数的和已知。此方法的一个可能应用是分别估计信号和加性噪声的功率谱。本文推导了多信号最小距离谱分析的有关公式,并把多信号最小距离谱与单信号最小距离谱,多信号最小交叉熵谱作了比较,证明了多信号最小距离谱的存在性、唯一性等性质。本文的例子说明了用本文方法进行谱估计的特性。

This paper presents a new method named minimum distance spectral analysis of multiple signals for simultaneously estimating a number of power spectra when a prior estimating of each and values of the autocorrelation fun(?)n of their sum are available. One possible application of this method is the separate estimation of the spectra of a single and additive noise, based on autocorrelation of signal plus noise. A derivation of the method is given and the techhique is compared to minimum distance spectral analysis of single signal, and minimum crosse-entropy spectral analysis of multiple signals. Existence and uniqueness of the proposed method are investigated. Numerical examples are included to demonstrate the property of our technique.