An unified prefiltering-based approach to harmonic retrieval in non-Gaussian ARMA noise

Ying‐Chang Liang, Xian‐Da Zhang, Yanda Li · 2002

The paper addresses the harmonic retrieval problem in colored noise. As contrasted to the reported studies in which Gaussian noise was assumed, the present paper concentrates on additive non-Gaussian ARMA noise. The authors propose a unified prefiltering-based approach to this problem. The approach is hybrid in the sense that 3rd-order cumulants are first used to identify the AR part of the non-Gaussian noise process, and then correlation-based high resolution methods may be used for the filtered output process to estimate the parameters of harmonics. Simulation examples are presented to demonstrate the high resolution of this approach.

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