Multiple frequency estimation in additive and multiplicative colored noises
Mª Carmen Caballero Coulon, J.-Y. Tourneret · 1999
This paper addresses the problem of estimating sinusoidal frequencies in additive and multiplicative colored noises. Specific Yule-Walker equations yield second-order statistic-based estimates. The frequency estimates are shown to be asymptotically normally distributed. Their asymptotic covariance is derived.