Presented at the
1998 IEEE Asilomar Conference on Signals, Systems, and Computers
Improved Matrix Pencil Methods
Biao Lu (1),
Dong Wei (2),
Brian L. Evans (1),
Alan C. Bovik (1)
(1) Department of Electrical and Computer Engineering,
Engineering Science Building,
The University of Texas at Austin,
Austin, TX 78712-1084 USA
(2) Dept. of Electrical and Computer Engineering,
Philadelphia, PA 19104
We study the problem of estimating signal parameters from a noisy data
sequence containing superimposed damped sinusoids.
We propose three novel methods by combining the reduced-rank Hankel
approximation and the Matrix Pencil method.
We demonstrate that two of the proposed methods significantly outperform
both the original Matrix Pencil method and the modified
Kumaresan-Tufts method, especially at low signal-to-noise ratio.
Last Updated 11/08/04.