Cumulant-based approach to harmonic retrieval and related problems

A frequently encountered problem in signal processing is that of estimating the frequencies and amplitudes of harmonics observed in additive colored Gaussian noise. In practice, the observed signals are contaminated with spatially and temporally colored noise of unknown power spectral density. A cumulant-based approach to these problems is proposed. The cumulants of complex processes are defined, and it is shown that specific 1-D slices of the fourth-order cumulant of the noisy signal for the direction of arrival (DOA) and retrieval of harmonics in noise (RHN) problems are identical to the autocorrelation of a related noiseless signal. Hence correlation-based high-resolution methods may be used with fourth-order cumulants as well. The effectiveness of the proposed methods is demonstrated through standard simulation examples.<
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