Parameters estimation of inter-harmonic based on state space model
Shiji Yuan, Pei Bin, Zhihua Liu, Dongliang Li · 2013
The fourth order mixed cumulants(FOMC) of damped exponential model is derived, which contains an accurate damped frequency, damped factor and other information. A method of parameter estimation using state space model based on the fourth order cumulants is proposed, which can achieve damped frequency, damped factor of the joint estimation. The simulation results show that the method can effectively restrain Gaussian color noise, with superior performance.