We propose a new approach to harmonic retrieval in colored ARMA noise. A suitable filter is first used to remove all the sharp power spectrum peaks or the noisy observed process, then some kinds or cross correlation is employed to identify the noise characteristics. Arter filtering the noisy observed process with the identified noise characteristics again, SVD-TLS method can be applied to retrieve the harmonics. The proposed approach can be used to retrieve real-valued harmonic signals in colored ARMA noise with no restrictions on the phase coupling of harmonics and the distribution of the noise. Simulation examples show its effectiveness.
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