Estimation of harmonic signal in AR noise

M. Benouareth, Noureddine Doghmane, M. Zadam, Abbes Kihal · 2004

We address the problem of the estimation of real sinusoids in colored noise using methods based on the forth-order cumulants. In this paper we focus our attention on the resolution problem. We propose to compute the forth order cumulant matrix in order to solve the estimation problem of amplitudes and frequencies from data blurred with colored noise of unknown power spectral density among the many that allow the reconstruction. For such cases, the methods based on the forth order cumulants are asymptotically efficient and have excellent performances. A simulated example is also presented to show the excellent performance in resolution of approach.

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