Abstract：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.
石要武; 戴逸松; 宫文斌. 色噪声背景下正弦参量估计的互谱矩和SVD方法[J]. 电子与信息学报, 1995, 17(1): 13-19 .
Shi Yaowu; Dai Yisong; Gong Wenbin. CROSS-SPECTRAL MOMENT AND SVD METHODS ESTIMATING THE PARAMETERS OF CLOSE SINUSOIDS IN COLORED NOISE. , 1995, 17(1): 13-19 .
1995, Vol. 17 
