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讨论一般ARMA噪声中谐波频率的估计问题,提出了一种基于自相关和奇异值分解-总体最小二乘(SVD-TLS)的预滤波方法.该方法先两次利用SVD-TLS求解由自相关获得的超定线性方程组得到噪声的AR系数估计,然后由滤波输出过程的高阶延时自相关来估计谐波频率.由于应用自相关和SVD-TLS技术,该方法在短数据情形下具有高分辨率、高稳定性和低信噪比的性能,模拟实验说明了这些性质.
To discuss the problem of estimating the harmonic frequency in ARMA noise, a pre-filtering method based on autocorrelation and singular value decomposition-total least squares (SVD-TLS) is proposed. The method first uses SVD-TLS to solve the overdetermined linear equations obtained by autocorrelation to get the AR coefficient estimation of the noise, and then estimates the harmonic frequency by the high-order delay autocorrelation of the filtering output process. Due to the application of autocorrelation and SVD-TLS, this method has the properties of high resolution, high stability and low signal-to-noise ratio in the case of short data. Simulation experiments show these properties.