在加性噪声情形下,惩罚函数方法是一种简洁有效的谐波信号个数估计方法。本文将此方法用于乘性和加性噪声并存情形,通过最小化目标函数得到谐波信号个数的估计,并且证明了估计的一致性。模拟实验也证实了该算法在乘性和加性噪声并存情形依然有效。
Penalty function based method is a very effective method to estimate the number of sinusoid in presence of additive noise. In this paper, we utilize this method in presence of both additive noise and multiplicative noise, by minimizing the objective function, we obtain the estimator of the number of the sinusoid and we also prove the consistency of this method. Finally, simulation results also verify the effectiveness of this method in presence of both additive noise and multiplicative noise.