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Sinusoidal estimation methods using fourth order cumulants

M.A. Hasan

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Abstract

Several approaches for the estimation of the parameters of complex sinusoids corrupted with colored noise using second, or slices of fourth order cumulants are presented. Based on Toeplitz, and augmented matrix of Toeplitz matrices formed from sample cumulants, the sinusoidal frequencies are estimated using generalized MUSIC, and ESPRIT type methods.

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What this paper is about

Several approaches for the estimation of the parameters of complex sinusoids corrupted with colored noise using second, or slices of fourth order cumulants are presented. Based on Toeplitz, and augmented matrix of Toeplitz matrices formed from sample cumulants, the sinusoidal frequencies are estimated using generalized MUSIC, and ESPRIT type methods.

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Available abstract

Several approaches for the estimation of the parameters of complex sinusoids corrupted with colored noise using second, or slices of fourth order cumulants are presented. Based on Toeplitz, and augmented matrix of Toeplitz matrices formed from sample cumulants, the sinusoidal frequencies are estimated using generalized MUSIC, and ESPRIT type methods.

Key concepts: Toeplitz matrix, Cumulant, Colors of noise, Mathematics, Higher-order statistics, Matrix (chemical analysis), Algorithm, Noise (video)

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