【作者】 姚天任； 姚武川；

【Author】 Yao Tianren Yao Wuchan (Huazhong University of Science and Technology,Wuhan 430074)

【机构】 华中科技大学；

【摘要】 本文提出估计白噪声中一个或多个复指数序列的参数(复指数序列的频率和功率、白噪声的方差)的一种新方法,该方法根据数据的2p个自相关函数值,相继求解两个线性方程组,即可得到对白噪声中p个复指数序列的参数估计。这种方法的算法简单,并具有很高的频率估计精度。更多还原

【Abstract】 A new method for estimating parameters of complex exponential sequences in white noises,including estimating the frequencies and the powers of the complex exponential sequences,as well as the average power of the noise,has been developed in this paper.With the proposed method,the frequencies and powers of p complex exponential sequences can be determined separately by solving successively two sets of linear simultaneous equations only using 2p samples of the autocorrelation sequence of the data.The proposed algorithm is simple and can obtain a high accuracy of frequency estimate.更多还原