Adaptive frequency estimation of sinusoidal signals in colored non-Gaussian noises

Abstract

This paper studies the problem of sinusoidal frequency estimation in colored non-Gaussian ARMA noises. A new adaptive approach is proposed by using the second-and third-order statistics of the measurements. Because of the simultaneous establishment of the signal and noise models, the new approach is applicable for tracking the frequencies at each time instant for stationary and nonstationary signal and/or noise cases. The effectiveness of the new approach is demonstrated by extensive computer simulations. As expected, the approach proposed in this paper outperforms the correlation-based approaches in suppressing the effects of the colored non-Gaussian ARMA noises.