Estimation of decay rates of transient signals

The problem of estimating time constants of multiple exponentials in additive white Gaussian noise is investigated. It is shown that existing linear-production-based techniques, which perform very well for decay-rate estimation of signals with different frequencies, fail when applied to the case of decaying exponentials at a single frequency. An alternate, minimum weighted-norm method is proposed. It is shown that this new technique achieves acceptable estimates of time constants at a signal-to-noise ratio of 20 dB, a significant improvement over existing techniques