Generalization of Analysis of Variance for Line Identification by Analytic Interpolation

In this paper we generalize the analysis of variance for spectral estimation by analytic interpolation for the case of multiple sinusoids in colored noise. We show that the former results can be accepted as an approximation, provided that other spectral lines are sufficiently far from the intended interpolation point. However, the given formulas provide exact relation for the case of multiple lines which is important in resolving closely-spaced spectral lines.

کلیدواژه ها:

ARMA modeling ، colored noise ، frequency estimation ، High resolution spectral estimation ، Nevanlinna-Pick interpolation