An accuracy analysis of the Kumaresan-Tufts method for estimating complex damped exponentials

Recently, Kumaresan and Tufts (KT) presented a method for estimating the parameters of damped exponential waveforms in additive white noise. The KT method uses singular value decomposition (SVD) of the data matrix, with truncation and backward prediction to improve the accuracy of the estimates. The KT method was demonstrated to have a very good performance, in comparison with traditional methods used for the same problem. In this paper we provide a quantitative accuracy analysis of the KT method. The analysis is based on first order Taylor series approximations of the estimated parameters around their true values. Results of the analysis were illustrated by some numerical examples in [3]. These results confirm the good performance of the KT method, and show the effect of the user chosen parameters on the accuracy of the estimates.