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), and 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, Drexel University, Philadelphia, PA 19104

Paper - Poster


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.