Title :
Improved matrix pencil methods
Author :
Lu, Biao ; Wei, Dong ; Evans, Brian L. ; Bovik, Alan C.
Author_Institution :
Dept. of Electr. & Comput. Eng., Texas Univ., Austin, TX, USA
Abstract :
We study the problem of estimating signal parameters from a noisy data sequence containing superimposed damped sinusoids. We propose three novel methods by combining the reduced-rank Hankel approximation and the matrix pencil method. We demonstrate that two of the proposed methods significantly outperform both the original matrix pencil method and the modified Kumaresan-Tufts (1982) method, especially at low signal-to-noise ratio.
Keywords :
Hankel matrices; approximation theory; matrix algebra; noise; parameter estimation; sequences; signal processing; SNR; improved matrix pencil methods; low signal-to-noise ratio; modified Kumaresan-Tufts method; noisy data sequence; reduced-rank Hankel approximation; signal parameter estimation; superimposed damped sinusoids; Background noise; Data engineering; Equations; Frequency estimation; Gaussian noise; Matrix decomposition; Noise reduction; Parameter estimation; Signal processing; Signal to noise ratio;
Conference_Titel :
Signals, Systems & Computers, 1998. Conference Record of the Thirty-Second Asilomar Conference on
Conference_Location :
Pacific Grove, CA, USA
Print_ISBN :
0-7803-5148-7
DOI :
10.1109/ACSSC.1998.751563
