Cumulant-based approach to the harmonic retrieval problem

Ananthram Swami, Jerry M. Mendel · 2003

A time-series consisting of sinusoids observed in additive i.i.d. noise or in additive colored Gaussian noise of unknown spectral density is considered. The number of harmonics, as well as their amplitudes and frequencies are determined using the one-dimensional diagonal slice of the fourth-order cumulant. Applications to the detection of cubic phase coupling are discussed.>

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