• DocumentCode
    2640445
  • Title

    Improved matrix pencil methods

  • Author

    Lu, Biao ; Wei, Dong ; Evans, Brian L. ; Bovik, Alan C.

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Texas Univ., Austin, TX, USA
  • Volume
    2
  • fYear
    1998
  • fDate
    1-4 Nov. 1998
  • Firstpage
    1433
  • Abstract
    We study the problem of estimating signal parameters from a noisy data sequence containing superimposed damped sinusoids. We propose three novel methods by combining the reduced-rank Hankel approximation and the matrix pencil method. We demonstrate that two of the proposed methods significantly outperform both the original matrix pencil method and the modified Kumaresan-Tufts (1982) method, especially at low signal-to-noise ratio.
  • Keywords
    Hankel matrices; approximation theory; matrix algebra; noise; parameter estimation; sequences; signal processing; SNR; improved matrix pencil methods; low signal-to-noise ratio; modified Kumaresan-Tufts method; noisy data sequence; reduced-rank Hankel approximation; signal parameter estimation; superimposed damped sinusoids; Background noise; Data engineering; Equations; Frequency estimation; Gaussian noise; Matrix decomposition; Noise reduction; Parameter estimation; Signal processing; Signal to noise ratio;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Signals, Systems & Computers, 1998. Conference Record of the Thirty-Second Asilomar Conference on
  • Conference_Location
    Pacific Grove, CA, USA
  • ISSN
    1058-6393
  • Print_ISBN
    0-7803-5148-7
  • Type

    conf

  • DOI
    10.1109/ACSSC.1998.751563
  • Filename
    751563