Title :
Matrix pencil method and its performance
Author :
Hua, Y. ; Sarkar, T.K.
Author_Institution :
Dept. of Electr. & Comput. Eng., Syracuse Univ., NY, USA
Abstract :
A novel method called matrix pencil method for estimating poles or frequencies from exponentially damped or undamped sinusoidal sequences is presented as an alternative to either the ESPRIT or pencil-of-functions method. A singular generalized eigenvalue problem in this method is solved in several different ways. First-order perturbation analysis reveals many fundamental perturbation properties of the new method. It is found consistently from both theoretical and simulation results that it performs better than the high-performance polynomial method of R. Kumaresan and D.W. Tufts (1982).<>
Keywords :
eigenvalues and eigenfunctions; matrix algebra; poles and zeros; signal processing; exponentially damped sinusoidal; first order perturbation analysis; frequencies estimation; matrix pencil method; poles estimation; signal processing; simulation; singular generalized eigenvalue problem; undamped sinusoidal sequences; Array signal processing; Eigenvalues and eigenfunctions; Frequency estimation; Iterative methods; Matrix decomposition; Polynomials; Signal to noise ratio; Writing;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1988. ICASSP-88., 1988 International Conference on
Conference_Location :
New York, NY, USA
DOI :
10.1109/ICASSP.1988.197145
