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CROSS-SPECTRAL MOMENT AND SVD METHODS ESTIMATING THE PARAMETERS OF CLOSE SINUSOIDS IN COLORED NOISE |
Shi Yaowu; Dai Yisong; Gong Wenbin |
Jilin University of Technology, Changchun 130022 |
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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.
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Received: 13 April 1993
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