A hybrid approach to harmonic retrieval in non-Gaussian ARMA noise
Xian‐Da Zhang, Ying‐Chang Liang, Yanda Li · IEEE Transactions on Information Theory · 1994
Addresses the harmonic retrieval problem in colored noise. As contrasted to the reported studies in which Gaussian noise was assumed, this paper focuses on additive non-Gaussian ARMA noise. Our approach is hybrid in the sense that third-order cumulants are first used to identify the AR part of the non-Gaussian noise process, and then correlation-based high-resolution methods are used for the filtered process to estimate the number of harmonics and their frequencies. Simulation examples are presented to demonstrate the high resolution of this approach.>