Harmonic retrieval via state space and fourth-order cumulants

  • Authors:
  • Zhenghao Shi;F.W. Fairman

  • Affiliations:
  • Dept. of Electr. Eng., Queen's Univ., Kingston, Ont.;-

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 1994

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Abstract

The harmonic retrieval problem considered concerns the estimation of the frequencies in a sum of complex sinusoids in the presence of Gaussian measurement noise. The method developed for solving this problem relies on the use of a diagonal form state space model representation of the harmonic retrieval problem. Fourth-order cumulants are employed as the signal processing technique. It is shown that using this approach the unknown frequencies can be estimated by finding the eigenvalues of a symmetric matrix made up from the cumulants of the data. Simulation results show the effectiveness of this method when the signals are corrupted by Gaussian noise (white or colored)