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Detection of periodic signals in noise: an iterative procedure

✍ Scribed by H.J Heinze; H Künkel; W Massing

Publisher
Elsevier Science
Year
1984
Weight
272 KB
Volume
19
Category
Article
ISSN
0010-468X

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✦ Synopsis

A method for detection and estimation of periodic signals in the presence of noise is described. The algorithm is an iterative improvement of the autoregressive-moving average estimation of a stochastic process and gives an exact frequency resolution of sinusoidal signals additively mixed with noise in a low signal-to-noise ratio only from a small number of measurements. The iterative improvement of the spectral estimation compared with other methods is demonstrated by examples.

Signal detection lterative spectral estimation Autoregressive-moving average model

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