Subspace-based frequency estimation in the presence of moving-average noise using decimation

Abstract The problem of estimating the frequencies of complex sinusoids contaminated by correlated noise, using subspace-based methods and data-decimation, is considered. In order to increase the accuracy of the estimates a method is proposed where all the available decimated sequences are used to calculate the sample covariance matrix. It is demonstrated, by means of numerical examples, that the proposed method provides a substantial improvement over standard subspace techniques in terms of accuracy and resolution capability.

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