MATRIX PENCIL METHOD FOR ESTIMATING PARAMETERS OF EXPONENTIALLY DAMPED UNDAMPED SINUSOIDS IN NOISE
MATRIX PENCIL METHOD FOR ESTIMATING PARAMETERS OF EXPONENTIALLY DAMPED UNDAMPED SINUSOIDS IN NOISE
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DOI：
10.1109/29.56027
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发表时间：
1990-05-01
期刊：
影响因子：
--
通讯作者：
SARKAR, TK
中科院分区：
文献类型：
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作者：
HUA, Y;SARKAR, TK
提出了一种用于估计噪声中指数阻尼和/或无阻尼正弦曲线的频率和阻尼因子的矩阵铅笔方法的研究。该方法与多项式方法（SVD-Prony方法）的比较表明，矩阵铅笔方法和多项式方法是矩阵预测方法的两种特殊情况，并且铅笔方法在计算上更高效并且对信号探测的限制更少。通过扰动分析和仿真发现，对于阻尼因子未知的信号，铅笔法对噪声的敏感度低于多项式法。给出了指数信号的 Cramer-Rao 界表达式。<>
A study of a matrix pencil method for estimating frequencies and damping factors of exponentially damped and/or undamped sinusoids in noise is presented. Comparison of this method to a polynomial method (SVD-Prony method) shows that the matrix pencil method and the polynomial method are two special cases of a matrix prediction approach and that the pencil method is more efficient in computation and less restrictive about signal probes. It is found through perturbation analysis and simulation that, for signals with unknown damping factors, the pencil method is less sensitive to noise than the polynomial method. An expression of the Cramer-Rao bound for the exponential signals is presented.<>