Application of the structured total least norm technique in spectral estimation

In the problem of estimating parameters of exponentially damped sinusoids, an improved variant of Kung´s method, called HTLS and based on the use of a Hankel data matrix, the singular value decomposition and the total least squares technique, has been proposed and proven to be accurate and efficient. In this paper, a more accurate estimator HTLN is proposed. It starts from the same Hankel data matrix, but uses a new technique, called structured total least norm, prior to the HTLS estimator. This technique computes the solution of a structured overdetermined linear system, AX ≈ B, with possible errors in both A and B. The better accuracy of the STLN and HTLN techniques is shown by means of computer simulations.