Abstract
In this paper we present a new recursive procedure for identifying both the frequencies and amplitude matrices corresponding to a multichannel harmonic signal in additive correlated noise. The procedure follows from a complete characterization of the eigenstructure of the adjoint operator of the Naimark dilation for the observation correlation sequence.
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This research was supported in part by the Research Fund of Indiana University and the Natural Science Foundation under Grant No. ECS 841935.
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Foias, C., Frazho, A.E. & Sherman, P.J. A new approach for determining the spectral data of multichannel harmonic signals in noise. Math. Control Signal Systems 3, 31–43 (1990). https://doi.org/10.1007/BF02551354
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DOI: https://doi.org/10.1007/BF02551354