NDLI: Harmonics in multiplicative and additive noise: performance analysis of cyclic estimators

Content Provider	IEEE Xplore Digital Library
Author	Guotong Zhou Giannakis, G.B.
Copyright Year	1991
Abstract	Multiplicative noise causes smearing of spectral lines and thus hampers frequency estimation relying on conventional spectral analysis. In contrast, cyclic mean and correlation statistics have proved to be useful for harmonic retrieval in the presence of multiplicative and additive noise of arbitrary color and distribution. Performance analysis of cyclic estimators is carried through both for nonzero and zero mean multiplicative noises. Cyclic estimators are shown to be asymptotically equivalent to certain nonlinear least squares estimators, and are also compared with the maximum likelihood ones. Large sample variance expressions of the cyclic estimators are derived and compared with the corresponding Cramer-Rao bounds when the noises are white Gaussian. It is demonstrated that previously well established results on constant amplitude harmonics are special cases of the present analysis. Simulations not only validate the large sample performance analysis, but also provide concrete examples regarding relative statistical efficiency of the cyclic estimators.<>
Sponsorship	IEEE Signal Processing Society
Starting Page	1445
Ending Page	1460
Page Count	16
File Size	1314904
File Format	PDF
ISSN	1053587X
Volume Number	43
Issue Number	6
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1995-06-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Additive noise Performance analysis Frequency estimation Spectral analysis Statistical distributions Colored noise Least squares approximation Maximum likelihood estimation White noise Gaussian noise
Content Type	Text
Resource Type	Article
Subject	Signal Processing Electrical and Electronic Engineering

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