A research on the cross spectrum method for determining the weak signal frequency estimation in colored noise
Xuejun Li · Journal of Changchun University · 2010
Modern cross spectrum estimation is an effective method to restrain coloured observation noise.By using further analysis of signal estimation for parameters via rotational invariance techniques,this paper proposes a cross-spectral ESPRIT method based on least squares technique in colored stochastic noise.The mainly advantage of this method is that signals can be accurately estimated without any priori information of colored noises,which overcomes the searching procedure inherent in all the previous cross-spectral estimation and the limitation of auto-spectral estimation methods for noise(requires noise to be white and gauss) and signal parameter estimation can be directly determined by characteristic value.Two times of SVD decomposition makes the amount of computation greatly deduced.Simulation result shows that this method exhibits good spectral estimating differentiability and stability.