Abstract
We propose a new approach to harmonic retrieval in colored ARMA noise. A suitable filter is first used to remove all the sharp power spectrum peaks of the noisy observed process, then some kinds of cross correlation is employed to identify the noise characteristics. After filtering the noisy observed process with the identified noise characteristics again, SVD-TLS method can be applied to retrieve the harmonics. The proposed approach can be used to retrieve real-valued harmonic signals in colored ARMA noise with no restrictions on the phase coupling of harmonics and the distribution of the noise. Simulation examples show its effectiveness.
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