Iterative windowed parameter estimation of multiple superimposed damped exponentials in noise

The research problem of the parameter estimation of multiple superimposed damped complex exponentials in noise is of significant importance in many engineering and science applications. In this paper, we propose a simple yet accurate estimator to address the problem. By combining an efficient windowed frequency and damping estimator for a single component with an iterative leakage subtraction scheme, the novel method consecutively and iteratively estimates one component at a time by gradually reducing the leakage introduced by other components presented. Simulation results are presented to verify that the proposed algorithm is capable of outperforming state-of-art time and frequency domain algorithms.