Title :
Relationship between matrix pencil and state space based harmonic retrieval methods
Author_Institution :
Dept. of Syst. Sci., California Univ., San Diego, La Jolla, CA, USA
fDate :
1/1/1990 12:00:00 AM
Abstract :
The author studies the relationship between a state-space approach and the matrix-pencil method for the problem of estimating the parameters of damped and undamped sinusoids. It is shown that the methods are very similar in the exact data case and have minor difference in implementation in the noisy data case
Keywords :
harmonic analysis; matrix algebra; parameter estimation; signal processing; state-space methods; damped sinusoids; exact data case; matrix-pencil method; noisy data case; parameter estimation; signal processing; state space based harmonic retrieval methods; undamped sinusoids; Computer aided software engineering; Direction of arrival estimation; Eigenvalues and eigenfunctions; Least squares methods; Linear systems; Parameter estimation; Robustness; Sensor arrays; State estimation; State-space methods;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
