Matrix pencil method for estimating parameters of exponentially damped/undamped sinusoids in noise
作者： Y. Hua , T.K. Sarkar
DOI: 10.1109/29.56027
关键词: Estimation theory 、 Pencil (optics) 、 Mathematical analysis 、 Cramér–Rao bound 、 Matrix pencil 、 Mathematics 、 Phase noise 、 Signal processing 、 Exponential function 、 Matrix method 、 Control theory
摘要: A study of a matrix pencil method for estimating frequencies and damping factors exponentially damped and/or undamped sinusoids in noise is presented. Comparison this to polynomial (SVD-Prony method) shows that the are two special cases prediction approach more efficient computation less restrictive about signal probes. It found through perturbation analysis simulation that, signals with unknown factors, sensitive than method. An expression Cramer-Rao bound exponential >
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