加性白噪声中正弦波数的估计

ICASSP '87. IEEE International Conference on Acoustics, Speech, and Signal Processing Pub Date : 1987-04-06 DOI:10.1109/ICASSP.1987.1169582

J. Fuchs

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引用次数: 78

摘要

对于一个随机过程，可以建模为在白噪声中实数正弦波的和，我们解决了正弦波数的估计问题。我们提出的测试使用估计的自相关矩阵的特征分解，并基于矩阵摄动分析。该估计器被证明可以在相当低的信噪比下解决紧密间隔的正弦波。

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Estimating the number of sinusoids in additive white-noise

For a random process that can be modeled as a sum of real sinusoids in white noise, we address the problem of the estimation of the number of sinusoids. The test we propose uses the eigen-decomposition of the estimated autocorrelation matrix and is based on matrix perturbation analysis. The estimator is shown to resolve closely spaced sinusoids at quite low signal -to- noise ratios.

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ICASSP '87. IEEE International Conference on Acoustics, Speech, and Signal Processing

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