A parameter estimation scheme for damped sinusoidal signals basedon low-rank Hankel approximation

  • Authors:
  • Ye Li;K.J.R. Liu;J. Razavilar

  • Affiliations:
  • Dept. of Electr. Eng., Maryland Univ., College Park, MD;-;-

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 1997

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Abstract

Most of the existing algorithms for parameter estimation of damped sinusoidal signals are based only on the low-rank approximation of the prediction matrix and ignore the Hankel property of the prediction matrix. We propose a modified Kumaresan-Tufts (MKT) algorithm exploiting both rank-deficient and Hankel properties of the prediction matrix. Computer simulation results demonstrate that compared with the original Kumaresan-Tufts (1982) algorithm and the matrix pencil algorithm, the MKT algorithm has a lower noise threshold and can estimate the parameters of signal with larger damping factors