Digital spectral analysis: with applications
Digital spectral analysis: with applications
Fundamentals of statistical signal processing: estimation theory
Fundamentals of statistical signal processing: estimation theory
List of references on spectral line analysis
Signal Processing
Matrix Analysis For Scientists And Engineers
Matrix Analysis For Scientists And Engineers
Common pole estimation in multi-channel exponential data modeling
Signal Processing
Weighted subspace fitting for general array error models
IEEE Transactions on Signal Processing
Variance of least squares estimators for a damped sinusoidalprocess
IEEE Transactions on Signal Processing
A simple and efficient estimator for hyperbolic location
IEEE Transactions on Signal Processing
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Parameter estimation for exponentially damped complex sinusoids in the presence of white noise using multiple channel measurements is addressed. More precisely, we are interested in the damping factor and frequency parameters which are common among all channels. By exploiting linear prediction and weighted least squares technique, an iterative algorithm is devised to extract the common dynamics of the cisoids. Statistical analysis of the proposed method is studied and confirmed by computer simulations. Moreover, it is shown that the developed estimator attains optimum estimation accuracy and is superior to a conventional subspace-based algorithm when the signal-to-noise ratio is sufficiently high.