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A two-dimensional Prony's method for spectral estimation

机译:二维Prony谱估计方法

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摘要

The problem of estimating the parameters of a model for bidimensional data made up by a linear combination of damped two-dimensional sinusoids is considered. Frequencies, amplitudes, phases, and damping factors are estimated by applying a generalization of the monodimensional Prony's method to spatial data. This procedure finds the desired quantities after an autoregressive model fitting to the data, a polynomial rooting, and a least-squares problem solution. The autoregressive models involved have a particular nature that simplifies the analysis. In fact, their characteristic polynomial factors into two parts so that many of their properties can be easily determined. Quick estimates of the parameters computed are found by using standard one-dimensional autoregressive estimation methods. An iterative procedure for refining the autoregressive parameters estimates which gives rise to better frequency estimates is also discussed. Some simulation results are reported.
机译:考虑了对由阻尼二维正弦曲线的线性组合组成的二维数据的模型参数进行估计的问题。通过将一维Prony方法的推广应用于空间数据,可以估算频率,幅度,相位和阻尼因子。在对数据进行自回归模型拟合,多项式求根和最小二乘问题解决方案后,此过程将找到所需的数量。涉及的自回归模型具有简化分析的特殊性质。实际上,它们的特征多项式因子分为两个部分,因此可以轻松确定它们的许多属性。通过使用标准的一维自回归估计方法可以找到对计算出的参数的快速估计。还讨论了用于优化自回归参数估计的迭代过程,该迭代过程可产生更好的频率估计。报告了一些仿真结果。

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