On estimating the frequency of a sinusoid in autoregressive multiplicative noise

  title={On estimating the frequency of a sinusoid in autoregressive multiplicative noise},
  author={Olivier Besson and Francis Castanie},
  journal={Signal Processing},
In classical spectral or frequency estimation, generally, the case of sinusoids embedded in additive noise is studied. Since this model is not relevant in some cases, this paper considers a new multiplicative model denoted ARCOS: a sinusoid amplitude modulated by a random autoregressive process. The spectral properties of such a model are derived and used to define a new frequency estimator. Modified versions of the corresponding algorithm are proposed and a theoretical formula for the… CONTINUE READING
Highly Cited
This paper has 34 citations. REVIEW CITATIONS


Publications citing this paper.
Showing 1-10 of 22 extracted citations

Estimate the frequency of harmonic using the root-MUSIC algorithm

2017 10th International Congress on Image and Signal Processing, BioMedical Engineering and Informatics (CISP-BMEI) • 2017
View 1 Excerpt

Deterministic performance analysis of subspace methods for cisoid parameter estimation

2016 IEEE International Symposium on Information Theory (ISIT) • 2016
View 1 Excerpt

Estimating the frequencies of harmonics in multiplicative and additive noise based on subspace rotational invariance

2011 International Conference on Wireless Communications and Signal Processing (WCSP) • 2011
View 2 Excerpts

Harmonic Retrieval in Complex Noise Based on Group Delay

2010 Second International Conference on Computer Modeling and Simulation • 2010
View 3 Excerpts


Publications referenced by this paper.
Showing 1-10 of 15 references

Castani6, "Arcos, weighted Arcos and Cram6r Rao bounds

F. O. Besson
IEEE Internat. Conf. Acoust. Speech Signal Process., • 1991
View 2 Excerpts

Castani+, "Doppler frequency estimator performance analysis

F. O. Besson
IEEE Internat. Conj. Acoust. Speech Signal Process., • 1990
View 2 Excerpts

Castani6, "A new analysis of Doppler frequency estimation

F. O. Besson
Proc. EUSIPCO V, • 1990
View 2 Excerpts

Information tradeoffs in using the sample autocorrelation function in ARMA parameter estimation

S. P. Bruzzone, M. Kaveh
IEEE Trans. Acoust. Speech Signal Process., • 1984
View 2 Excerpts

The Modified Yule-Walker Method of ARMA Spectral Estimation

IEEE Transactions on Aerospace and Electronic Systems • 1984

Langford, "Spectral estimation via the high-order Yule Walker equations

R.P.Y.T. Chan
IEEE Trans. Acoust. Speech Signal Process., • 1982
View 2 Excerpts

Tuckey, The Measurement of Power Spectra from the Point of View of Communications

J.W.R.B. Blackman
View 2 Excerpts

Similar Papers

Loading similar papers…