Abstract
Algorithms for detecting and estimating arrival instants and parameters of a signal under noise are designed. The algorithms for detecting signal arrival instants are modifications of cumulative sum algorithms. Signal arrival instant can be detected, as is shown, by the instant of change in the maximal eigenvalue of the covariance matrix of observations. The estimation and detection algorithms are applicable to estimate the parameters of the direction vector and arrival instants of P- and S-waves at automatic seismic stations.
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Grebenyuk, E.A. Estimation of Parameters and Arrival Instants of a Signal in a Color Noise Background. Automation and Remote Control 64, 1250–1258 (2003). https://doi.org/10.1023/A:1025023231632
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DOI: https://doi.org/10.1023/A:1025023231632