A HYBRID APPROACH TO HARMONIC RETRIEVAL IN NON-GAUSSIAN ARMA NOISE

This paper addresses the harmonic retrieval problem in colored noise. As contrasted to the reported studies in which Gaussian noise was assu med, this paper focuses on additive non-Gaussian ARMA noise. Our appro ach is hybrid in the sense that third-order cumulants are first used t o identify the AR part of the non-Gaussian noise process, and then cor relation-based high-resolution methods are used for the filtered proce ss to estimate the number of harmonics and their frequencies. Simulati on examples are presented to demonstrate the high resolution of this a pproach.