New results on employing cumulants for retrieving sinusoids in colored non-Gaussian noise
R.R. Gharieb
Abstract
R.R. Gharieb
Abstract
A novel analysis is presented, which shows that signals consisting of sinusoids plus non-Gaussian noise have a new signal-to-noise ratio (NSNR) associated with their fourth-order cumulants. This NSNR is a multiple of the original SNR when the noise is colored and the original SNR is equal to or greater than one. Therefore, employing cumulants for harmonic retrieval problems is now an approach capable of handling not only Gaussian noise but also colored non-Gaussian noise. The presented analysis is verified via computer simulations.
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A novel analysis is presented, which shows that signals consisting of sinusoids plus non-Gaussian noise have a new signal-to-noise ratio (NSNR) associated with their fourth-order cumulants. This NSNR is a multiple of the original SNR when the noise is colored and the original SNR is equal to or greater than one. Therefore, employing cumulants for harmonic retrieval problems is now an approach capable of handling not only Gaussian noise but also colored non-Gaussian noise. The presented analysis is verified via computer simulations.
Key concepts: Colors of noise, Gaussian noise, Cumulant, Noise (video), Gaussian, Colored, Algorithm, Higher-order statistics