Frequency estimation derived from a dynamical system analysis

The main concern of this paper is to build a method of characterization and identification of a dynamical system with several degrees of freedom when only one observation record is available. The analysis of the number of degrees of freedom provided by performing a principal component analysis leads to an eigendecomposition-based method. The link between the proposed method and the MUSIC algorithm is then drawn. This approach gives a new insight on the use of this type of methods.