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Keywords
(4)
Cramer Rao Bound
Matrix Pencil
Perturbation Analysis
Polynomial Method
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Matrix pencil method for estimating parameters of exponentially damped/undamped sinusoids in noise
Matrix pencil method for estimating parameters of exponentially damped/undamped sinusoids in noise,10.1109/29.56027,IEEE Transactions on Acoustics, Sp
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Matrix pencil method for estimating parameters of exponentially damped/undamped sinusoids in noise
(
Citations: 351
)
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Y. Hua
,
T. K. Sarkar
A study of a
matrix pencil
method for estimating frequencies and damping factors of exponentially damped and/or undamped sinusoids in noise is presented. Comparison of this method to a
polynomial method
(SVDProny method) shows that the
matrix pencil
method and the
polynomial method
are two special cases of a matrix prediction approach and that the pencil method is more efficient in computation and less restrictive about signal probes. It is found through
perturbation analysis
and simulation that, for signals with unknown damping factors, the pencil method is less sensitive to noise than the polynomial method. An expression of the CramerRao bound for the exponential signals is presented
Journal:
IEEE Transactions on Acoustics, Speech, and Signal Processing
, vol. 38, no. 5, pp. 814824, 1990
DOI:
10.1109/29.56027
Cumulative
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Citation Context
(175)
...Owing to the rank deficiency of its Hankel prediction matrix, specific estimation methods have been developed for this model such as MPM, KT, and MKT [
9
]–[11]...
...For more details, the reader can refer to [
9
]...
Khaled Chahine
,
et al.
Parameter Estimation of Damped PowerLaw Phase Signals via a Recursive...
...There exist many methods for solving the spectral estimation problem: the method of Prony and its numerous modifications [16,21]; the Matrix Pencil method developed by Hua and Sarkar [
13
,14,25]; iterative maximum likelihood methods (see, for example, [18]); Multiple Signal Classification (MUSIC) [26], and Estimation of Signal Parameters via Rotational Invariance Techniques (ESPRIT) [20,22,23] algorithms, among others...
Sergei A. Avdonin
,
et al.
Boundary Control approach to the spectral estimation problem: the case...
...Matrix pencil methods [
3
], [4], linear prediction method and its modifications [2], [5], [6], iterative and noniterative least mean square methods [7], [8] are among the existing techniques for this purpose...
...The linear prediction method and the matrix pencil method are two special cases of a matrix prediction approach, but the matrix pencil method is more effective in computation and less restrictive about signal poles [
3
]...
M. A. GhadiriModarres
,
et al.
Parameters estimation of an exponentially damped sinusoidal signal usi...
...The results are additionally confirmed by the matrix pencil method [
14
], which is applied to the field distribution along a cascaded structure of 25 unit cells, which was computed by the CST MWS time doman solver [15]...
Y. Weitsch
,
et al.
Eigenvalue computation of open periodically composed waveguides by ser...
...To date, several mathematical methods from signal processing theory have been used in oscillation modal analysis, such as Prony’s Method [12], the Matrix Pencil method [13,
14
], and Hankel Total Least Square (HTLS) method [15]...
Yanzhu Ye
,
et al.
Oscillation analysis in Western Interconnection using distributionlev...
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DONALD W. TUFTS
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Exact maximum likelihood parameter estimation of superimposed exponential signals in noise
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Citations
(351)
Structured Compressed Sensing: From Theory to Applications
(
Citations: 2
)
Marco F. Duarte
,
Yonina C. Eldar
Journal:
IEEE Transactions on Signal Processing  TSP
, vol. 59, no. 9, pp. 40534085, 2011
Parameter Estimation of Damped PowerLaw Phase Signals via a Recursive and Alternately Projected Matrix Pencil Method
(
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)
Khaled Chahine
,
Vincent Baltazart
,
Yide Wang
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IEEE Transactions on Antennas and Propagation  IEEE TRANS ANTENNAS PROPAGAT
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Multichannel Sampling of Pulse Streams at the Rate of Innovation
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Kfir Gedalyahu
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Waheed U. Bajwa
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IEEE Transactions on Signal Processing  TSP
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Boundary Control approach to the spectral estimation problem: the case of multiple poles
(
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Sergei A. Avdonin
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Mathematics of Control Signals and Systems  MATH CONTROL SIGNAL SYST
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