Harmonic retrieval using higher order statistics: a deterministic formulation

Given a single record, the authors consider the problem of estimating the parameters of a harmonic signal buried in noise. The observed data are modeled as a sinusoidal signal plus additive Gaussian noise of unknown covariance. The authors define novel higher order statistics-referred to as "mixed" cumulants-that can be consistently estimated using a single record and are insensitive to colored Gaussian noise. Employing fourth-order mixed cumulants, they estimate the sinusoid parameters using a consistent, nonlinear matching approach. The algorithm requires an initial estimate that is obtained from a consistent, linear estimator. Finally, the authors examine the performance of the proposed method via simulations.<
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