Prefiltering-Based ESPRIT for Estimating Sinusoidal Parameters in Non-Gaussian ARMA Noise

This correspondence addresses the ESPRIT algorithm for estimating sinusoidal parameters in non-Gaussian ARMA noise. We show that after prefiltering the output data via the estimated AR polynomial of the noise model, a new ESPRIT based on some extensions of ESPRIT can be used to estimate sinusoidal parameters.

[1]  Thomas Kailath,et al.  ESPRIT-A subspace rotation approach to estimation of parameters of cisoids in noise , 1986, IEEE Trans. Acoust. Speech Signal Process..

[2]  Jerry M. Mendel,et al.  Cumulant-based approach to harmonic retrieval and related problems , 1991, IEEE Trans. Signal Process..

[3]  Thomas Kailath,et al.  ESPRIT-estimation of signal parameters via rotational invariance techniques , 1989, IEEE Trans. Acoust. Speech Signal Process..

[4]  Ying-Chang Liang,et al.  A hybrid approach to harmonic retrieval in non-Gaussian ARMA noise , 1994, IEEE Trans. Inf. Theory.

[5]  Björn E. Ottersten,et al.  Multiple invariance ESPRIT , 1992, IEEE Trans. Signal Process..

[6]  J. Cadzow,et al.  Spectral estimation: An overdetermined rational model equation approach , 1982, Proceedings of the IEEE.

[7]  G.B. Giannakis,et al.  Cumulant-based order determination of non-Gaussian ARMA models , 1990, IEEE Trans. Acoust. Speech Signal Process..

[8]  Xianda Zhang,et al.  Singular value decomposition-based MA order determination of non-Gaussian ARMA models , 1993, IEEE Trans. Signal Process..