High resolution spectral analysis of sinusoids in correlated noise

A high resolution technique for estimating the frequencies, powers, and the number of sinusoids in noise is examined. Unlike the Pisarenko decomposition method which may only be applied to sinusoids in uncorrelated noise, the technique examined in this paper may be applied even when the noise is correlated. This technique consists of applying Prony's algorithm to a segment of the autocorrelation function, r(k), for which
|k|
is greater than Γ
corr
, where Γ
corr
is the decorrelation time of the noise.