乘性和復加性噪聲中復諧波的循環(huán)估計量的性能分析
PERFORMANCE ANALYSIS OF CYCLIC ESTIMATORS FOR HARMONICS IN MULTIPLICATIVE AND COMPLEX ADDITIVE NOISE
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摘要: 從通信和探測系統(tǒng)需要的頻率估計出發(fā),文中研究了實乘性和復加性隨機噪聲中復諧波的恢復問題,表明循環(huán)均值和循環(huán)相關(guān)函數(shù)可用來對不同分布的有色實乘性和復加性隨機噪聲中的諧波進行恢復,分別對于非零均值和零均值乘性噪聲情形分析了循環(huán)估計量的性能.證明了循環(huán)估計量與一定意義下的最小二乘估計量漸近等價,并給出了循環(huán)估計量的大樣本方差表達式.模擬結(jié)果驗證了大樣本性能分析.
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關(guān)鍵詞:
- 循環(huán)估計量; 性能分析; 乘性隨機噪聲; 加性隨機噪聲; 諧波恢復
Abstract: The concern here is retrieval of harmonic observed in multiplicative and complex additive noises. Cyclic mean and correlation statistics have proved to be useful for harmonic retrieval in the presence of real-valued multiplicative and complex-valued additive noise of arbitrary color and distribution. Performance analysis of cyclic estimators is carried through both for nonzero and zero mean multiplicative noises. Cyclic estimators are shown to be asymptotically equivalent to certain nonlinear least squares estimators, and large sample variance expressions of the cyclic estimators are derived. Simulations validate the large sample performance analysis. -
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