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Estimating the parameters of exponentially damped sinusoids and pole-zero modeling in noise
Open accessAbstract
We have presented techniques [1] - [6] based on linear prediction (LP) and singular value decomposition (SVD) for accurate estimation of closely spaced frequencies of sinusoidal signals in noise. In this note we extend these techniques to estimate the parameters of exponentially damped sinusoidal signals in noise. The estimation procedure presented here makes use of "backward prediction" in addition to SVD. First, the method is applied to data consisting of one and two exponentially damped sinusoids. The choice of one and two signal components facilitates the comparison of estimation error in pole damping factors and pole frequencies to the appropriate Cramer-Rao (CR) bounds and to traditional methods of linear prediction. Second, our method is applied to an example due to Steiglitz [8] in which the data consists of noisy values of the impulse response samples (composed of many exponentially damped sinusoids) of a linear system having both poles and zeros. The poles of the system are accurately determined by our method and the zeros are obtained subsequently, using Shanks' method.
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Solving Least Squares Problems
Lawson, C. L., & Hanson, R. J. (1995) · doi:10.1137/1.9781611971217 · Cited by 7,103
Cited by
Detection of signals by information theoretic criteria
Wax, M., & Kailath, T. (1985) · IEEE Transactions on Acoustics, Speech, and Signal Processing · doi:10.1109/tassp.1985.1164557 · Cited by 3,426
Matrix pencil method for estimating parameters of exponentially damped/undamped sinusoids in noise
Hua, Y., & Sarkar, T. K. (1990) · IEEE Transactions on Acoustics, Speech, and Signal Processing · doi:10.1109/29.56027 · Cited by 1,537
Subspace-based signal analysis using singular value decomposition
Van Der Veen, A.-J., Deprettere, E. F., & Swindlehurst, A. L. (1993) · Proceedings of the IEEE · doi:10.1109/5.237536 · Cited by 348
Signal decomposition and reconstruction using complex exponential models
James Hu, S.-L., Yang, W.-L., & Li, H.-J. (2013) · Mechanical Systems and Signal Processing · doi:10.1016/j.ymssp.2013.06.037 · Cited by 94
Metadata
- Authors
- Kumaresan, R., & Tufts, D.
- Venue
- IEEE Transactions on Acoustics, Speech, and Signal Processing
- Published
- 1982-12
- Volume
- 30
- Issue
- 6
- Pages
- 833-840
- ISSN
- 0096-3518 (ISSN-L)
- OpenAlex
- W2165887549
- Cited by
- 867
- References
- 1
- FWCI
- 8.15
- Type
- journal article
- Language
- en
- Open access
- green
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- Kumaresan, R., & Tufts, D. (1982). Estimating the parameters of exponentially damped sinusoids and pole-zero modeling in noise. IEEE Transactions on Acoustics, Speech, and Signal Processing. https://doi.org/10.1109/tassp.1982.1163974
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