DocumentCode
294846
Title
Amplitude and phase estimator study in Prony method for noisy exponential data
Author
Ducasse, Alain ; Mailhes, Corinne ; Castanie, Francis
Author_Institution
ENSEEIHT, Toulouse, France
Volume
3
fYear
1995
fDate
9-12 May 1995
Firstpage
1796
Abstract
The Prony method is a technique for modeling a data set of N samples using a linear combination of p exponentials (N>p) in a least square estimation procedure. In this paper, a study of the amplitude and phase estimator is presented. In particular, theoretical results are given for bias and variance, which are confirmed by simulations. An optimal number of equations in the corresponding least square estimation procedure is derived, minimizing estimation errors
Keywords
amplitude estimation; least squares approximations; phase estimation; spectral analysis; Prony method; amplitude estimator; bias; estimation errors; least square estimation procedure; modeling; noisy exponential data; phase estimator; simulations; variance; Amplitude estimation; Damping; Equations; Frequency estimation; Least squares approximation; Noise level; Phase estimation; Phase noise; Polynomials; Yield estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1995. ICASSP-95., 1995 International Conference on
Conference_Location
Detroit, MI
ISSN
1520-6149
Print_ISBN
0-7803-2431-5
Type
conf
DOI
10.1109/ICASSP.1995.480085
Filename
480085
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