This paper proposes a totally new method to combine the state space model with cross-high-order cumulant

in another word

it is a hankel matrix decomposition method of cross-high-order cumulant based on the state space model of harmonic retrieval.The method shows clearly the substance of harmonic retrieval problem and takes fully advantage of flexibility and convenience of the state space model.It also proposes a new way to harmonic retrieval problem and deduces a high precision algorithm of shot date system.The simulations have showed that the algorithm in this paper is much better than the Esprit methods of auto-high-order cumulant in identification and stability of the spectral estimation

and its ability to overcome disturbance is also better.The method has lower SNR than auto-high-order cumulant methods.