高维随机信号THREE功率谱估计及其仿真

Simulation of multivariable spectral estimation with THREE algorithm

功率谱估计是随机信号处理领域的基本问题之一,其基本方法是利用有限长的数据估计信号的功率谱.从演化进程上来看,可分为经典谱估计和现代谱估计.参照现代谱估计中的THREE谱估计方法,对基于Hellinger度量的随机信号的功率谱估计方法进行了探讨,并进行了模拟仿真.通过数值模拟,发现基于Hellinger度量的随机信号的功率谱估计方法能有效用于高维随机信号的谱估计中.

Power spectrum estimation , one of the basic problems of random signal process-ing, is to use the limited length of data to estimate the power spectrum of the signal .From the point of evolution , it can be divided into classical spectrum estimation and modern spec-trum estimation.This paper considered the approximation of spectra in the Hellinger sense . Simulation results indicated that it could effectively detect spectral lines and steep variations in multivariable spectral estimation .