DocumentCode :
870677
Title :
On the identification of exponentially decaying signals
Author :
Sen, R.
Author_Institution :
Noise Res. Group, Boeing Commercial Airplanes, Seattle, WA, USA
Volume :
43
Issue :
8
fYear :
1995
fDate :
8/1/1995 12:00:00 AM
Firstpage :
1936
Lastpage :
1945
Abstract :
Studies a new approach to estimating the component amplitudes and decay rates of transient signals that consist of real decaying exponentials. A set of predetermined “basis” exponentials is fitted to discrete samples of a signal. The basis is required to be selective, each basis exponential “selecting” signal exponents that are close to its own and “rejecting” others. The first part of the paper is concerned with determining such basis sets. The authors take a single-exponential test signal, analyze it in terms of the basis exponentials, and consider each fitted amplitude as a function of test exponent. Each such function is then required to peak in a manner familiar to the discrete Fourier transform (DFT) theory, when the test and basis exponents coincide, diminishing in magnitude as their difference increases. It is shown that for equispaced data, such selective bases exist and are uniquely determined by model order and sampling interval. Formulas for basis decay rates and fitting amplitudes are obtained in closed form. It is shown that a time-bandwidth relationship also holds. However, the selective basis set turns out to be unacceptably sensitive to noise. The second part of the paper explores a method to overcome this drawback. The authors study the effect of overdetermination and a small simultaneous relaxation of the peaked-shape requirement for a test exponential. Of these, the latter implies usage of nonexponential basis functions, and this is the more fundamental strategy
Keywords :
amplitude estimation; minimisation; sensitivity analysis; signal sampling; spectral analysis; basis exponentials; basis sets; closed form; component amplitudes; decay rates; discrete Fourier transform theory; discrete samples; equispaced data; exponentially decaying signals; identification; nonexponential basis functions; overdetermination; peaked-shape requirement; relaxation; selective bases; sensitivity; single-exponential test signal; time-bandwidth relationship; transient signals; Amplitude estimation; Curve fitting; Discrete Fourier transforms; Mathematical model; Noise robustness; Parameter estimation; Signal analysis; Signal processing; Testing;
fLanguage :
English
Journal_Title :
Signal Processing, IEEE Transactions on
Publisher :
ieee
ISSN :
1053-587X
Type :
jour
DOI :
10.1109/78.403352
Filename :
403352
Link To Document :
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