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互谱估计方法是用于色噪声背景下正弦信号参量估计的一个十分有效的方法。但以往互谱估计都是采用FFT方法和互周期图法。本文首次将现代谱估计方法引入到互谱估计中,从理论上建立了互相关函数的Yule-Walker方程,并在此基础上进而提出了互谱估计的矩估计法和SVD方法。给出了仿真实例结果。
Cross-spectrum estimation method is a very effective method for the sinusoidal signal parameter estimation in the background of colored noise. However, the previous cross-spectrum estimation are based on the FFT method and the inter-periodogram method. For the first time, this paper introduces the modern spectrum estimation method into the cross-spectrum estimation, and establishes the Yule-Walker equation of the cross-correlation function theoretically. On this basis, the moment estimation method and SVD method of cross-spectrum estimation are proposed. The simulation results are given.