SUBSPACE-BASED FREQUENCY ESTIMATION IN THE PRESENCE OF MOVING-AVERAGENOISE USING DECIMATION

The problem of estimating the frequencies of complex sinusoids contami nated by correlated noise, using subspace-based methods and data-decim ation, is considered. In order to increase the accuracy of the estimat es a method is proposed where all the available decimated sequences ar e used to calculate the sample covariance matrix. It is demonstrated, by means of numerical examples, that the proposed method provides a su bstantial improvement over standard subspace techniques in terms of ac curacy and resolution capability. (C) 1997 Elsevier Science B.V. All r ights reserved.