ENHANCEMENT OF SINUSOIDS IN COLORED NOISE AND THE WHITENING PERFORMANCE OF EXACT LEAST-SQUARES PREDICTORS.

A. Nehorai, M. Morf

Research output: Contribution to journalConference articlepeer-review

1 Scopus citations

Abstract

A matrix formulation is used to derive the optimal least-squares coefficients and frequency response of the ALE or the D-step predictor, for sinusoids (real or complex) in additive colored noise. Several cases are considered; in low-pass background noise the amplitude gain of the sinusoids becomes essentially a monotonically increasing function of their frequency, and a decreasing function for high-pass noise. For the whitening application, signal to noise ratio (SNR) bounds of the output are derived when the input is a white signal plus a sinusoidal interference. This performance is achievable using (possibly complex) exact least-squares recursions.

Original languageEnglish
Pages (from-to)275-278
Number of pages4
JournalICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume1
StatePublished - 1981
EventUnknown conference - Atlanta, Ga
Duration: Mar 30 1981Apr 1 1981

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