Estimation of the number of harmonics in multiplicative and additive noise

Authors:
Shiyong Yang;Hongwei Li
Affiliations:
School of Mathematics and Physics, China University of Geosciences, Wuhan 430074, PR China;School of Mathematics and Physics, China University of Geosciences, Wuhan 430074, PR China
Venue:
Signal Processing
Year:
2007

Citing 14
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Abstract

This paper presents a method for estimating the number of harmonics in multiplicative and additive noise using enhanced matrix. We construct an enhanced matrix from the data samples, and then analyze the eigenvalues of the covariance matrix of the enhanced matrix. The number of harmonics in multiplicative and additive noise is inherent with the eigenvalues and it can be estimated using the special property of the eigenvalues. The proposed method avoids the peaks searching and does not assume the distribution and color of the multiplicative and additive noise. Simulation results are presented to demonstrate the effectiveness of the proposed algorithm.