Adaptive recursive scheme for spectral analysis of sinusoids in signals with unknown colored spectrum

A new technique is given to estimate frequencies and amplitudes of sinusoids embedded in background signals with unknown colored spectrum. In such colored noise cases, Pisarenko's harmonic retrival gives only biased estimates. The present approach can eliminate the biases by modeling the colored signals as the AR process, the parameters of which are determined so as to minimize a specified criterion, which also plays an important role of deciding the number of sinusoids. This paper discusses the adaptive implementation of the above algorithm based on a steepest descent method.