Parametric estimation of the third-order spectra of the mixture of a non-Gaussian signal and Gaussian correlated interference

Authors

  • V. A. Tikhonov Kharkiv National University of Radioelectronics, Ukraine
  • K. V. Netrebenko Kharkiv National University of Radioelectronics, Ukraine

DOI:

https://doi.org/10.3103/S0735272705020044

Abstract

The paper is devoted to application of higher-order spectra for estimating the spectrum of a non-Gaussian process in combination with Gaussian correlated interference. The derived expressions for parametric estimation of higher-order spectra are used for estimating the spectra of non-Gaussian processes described by generalized autoregression models. The obtained parametric spectral estimates of the third order are compared with similar estimates calculated by known methods based on the Fourier transform.

References

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SHALTANITE, V. Estimation of parameters of an autoregressive sequence measured in the presence of additive interference. Statistical Problems of Control, Vilnius, Institute of Mathematics and Cybernetics of AS LSSR, n.39, p.55-73, 1979.

TIKHONOV, V.A.; RUSANOVSKII, D.Y.; TIKHONOV, D.V. Radioelektronika i Informatika, n.4, p.83-85, 1999.

Published

2005-02-04

Issue

Section

Research Articles