Title :
A rank property of the generalized Hankel matrix for 2D sinusoidal sequences
Author_Institution :
Sch. of Electr. Eng., Purdue Univ., West Lafayette, IN, USA
Abstract :
Recently, a theory of Hankel operators associated with two-dimensional (2D) linear time-invariant systems has been developed. It is applicable to the class of noncausal systems with rational transfer functions. An algorithm for model order estimation and parameter identification has been developed based upon the singular value decomposition of a generalized Hankel Matrix. Applications are found in system identification and autoregressive moving average (ARMA) spectrum estimation. The characterization of the 2D Hankel operator constructed from sinusoidal data is discussed. In this case, the rank behavior is shown to be markedly different from that which holds for rational data. This fact, different from the case in 1D, suggests a method to separate sinusoids in 2D from colored noise obeying a rational difference equation
Keywords :
matrix algebra; parameter estimation; signal processing; spectral analysis; transfer functions; 2D sinusoidal sequences; ARMA spectrum estimation; Hankel operator; SVD; autoregressive moving average; generalized Hankel matrix; linear time-invariant systems; model order estimation; noncausal systems; parameter identification; rank property; rational transfer functions; signal processing; singular value decomposition; Colored noise; Difference equations; Frequency; Matrix decomposition; Noise measurement; Null space; Parameter estimation; Singular value decomposition; System identification; Transmission line matrix methods;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1992. ICASSP-92., 1992 IEEE International Conference on
Conference_Location :
San Francisco, CA
Print_ISBN :
0-7803-0532-9
DOI :
10.1109/ICASSP.1992.226190