%0 Journal Article
%T CROSS-SPECTRAL MOMENT AND SVD METHODS ESTIMATING THE PARAMETERS OF CLOSE SINUSOIDS IN COLORED NOISE<br>色噪声背景下正弦参量估计的互谱矩和SVD方法
%A Shi Yaowu
%A Dai Yisong
%A Gong Wenbin
%A <br>石要武
%A 戴逸松
%A 宫文斌
%J 电子与信息学报
%D 1995
%I 
%X The Cross-spectral estimation methods are efficient in estimating the parameters of sinusoidal signals embedded in colored noise. But up to now there are only FFT and Cross-periodogram methods used in cross-spectral estimation. This paper introduces the modern auto-spectral estimation methods into cross-spetral estimation. The cross-correlation based Yule-Walker equation is proposed theoretically and the Moment and SVD algorithms for cross-spectral estimation are developed on the base. Finally a numerical example is given for comparing the presented methods with the well known Cadzow's SVD method.
%K Signal
%K processing
%K Cross-spectral estimation
%K Colored noise<br>信号处理
%K 色噪声
%K 互谱估计
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=1319827C0C74AAE8D654BEA21B7F54D3&jid=EFC0377B03BD8D0EF4BBB548AC5F739A&aid=8ABB19D0B855A68E863DEDB002DC7228&yid=BBCD5003575B2B5F&vid=BCA2697F357F2001&iid=CA4FD0336C81A37A&sid=FC0714F8D2EB605D&eid=2A8D03AD8076A2E3&journal_id=1009-5896&journal_name=电子与信息学报&referenced_num=0&reference_num=12