摘要
互谱估计方法是用于色噪声背景下正弦信号参量估计的一个十分有效的方法。但以往互谱估计都是采用FFT方法和互周期图法。本文首次将现代谱估计方法引入到互谱估计中,从理论上建立了互相关函数的Yule-Walker方程,并在此基础上进而提出了互谱估计的矩估计法和SVD方法。给出了仿真实例结果。
The Cross-spectral estimation methods are efficient in estimating the parameters of sinusoidal signals embedded in colored noise. But up to now there are only FFT and Cross-periodogram methods used in cross-spectral estimation. This paper introduces the modern auto-spectral estimation methods into cross-spetral estimation. The cross-correlation based Yule-Walker equation is proposed theoretically and the Moment and SVD algorithms for cross-spectral estimation are developed on the base. Finally a numerical example is given for comparing the presented methods with the well known Cadzow's SVD method.
基金
1992年国家教委博士生基金
关键词
信号处理
色噪声
互谱估计
SVD方法
Signal, processing, Cross-spectral estimation, Colored noise
