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Parameter estimation of exponentially damped sinusoids using higher order statistics and matrix pencil

机译:使用高阶统计量和矩阵铅笔估计指数阻尼正弦曲线的参数

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It is demonstrated that the higher-order-statistics-based algorithm proposed by C.K. Papadopoulos and C.L. Nikias (see IEEE Trans. Acoust. Speech Signal Process, vol.38, no.5, p.814-24, 1990) can be improved by using the matrix pencil approach of Y. Hua and T.K. Sarkar (see IEEE Trans. Acoust. Speech Signal Process., vol.38, no.8, p.1424-36, 1990). The matrix pencil algorithm is computationally more efficient than the Papadopoulos-Nikias algorithm since the computation of the K roots of the K-degree polynomial is not needed in the matrix pencil algorithm. Furthermore, it has been shown that the matrix pencil algorithm is less sensitive to noise than the Kumaresan-Tufts method.
机译:证明了C.K.提出的基于高阶统计的算法。 Papadopoulos和C.L. Nikias(参见IEEE Trans。Acoust。Speech Signal Process,第38卷,第5期,第814-24页,1990年)可以通过使用Y. Hua和T.K.的矩阵铅笔方法加以改进。 Sarkar(参见IEEE Trans。Acoust。Speech Signal Process。,第38卷,第8期,第1424-36页,1990年)。矩阵笔算法在计算上比Papadopoulos-Nikias算法更有效,因为矩阵笔算法不需要计算K度多项式的K根。此外,已经表明,矩阵铅笔算法比Kumaresan-Tufts方法对噪声的敏感度低。

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