Jmm. Anderson et al., HARMONIC RETRIEVAL USING HIGHER-ORDER STATISTICS - A DETERMINISTIC FORMULATION, IEEE transactions on signal processing, 43(8), 1995, pp. 1880-1889
Given a single record, we consider the problem of estimating the param
eters of a harmonic signal buried in noise, The observed data are mode
led as a sinusoidal signal plus additive Gaussian noise of unknown cov
ariance. We define novel higher order statistics-referred to as ''mixe
d'' cumulants-that can be consistently estimated using a single record
and are insensitive to colored Gaussian noise. Employing fourth-order
mixed cumulants, we estimate the sinusoid parameters using a consiste
nt, nonlinear matching approach, The algorithm requires an initial est
imate that we obtain from a consistent, linear estimator, Finally, we
examine the performance of the proposed method via simulations.