Parameter estimation of exponentially damped sinusoids using higher order statistics and matrix pencil

It is demonstrated that the higher-order-statistics-based algorithm proposed by C.K. Papadopoulos and C.L. Nikias (see IEEE Trans. Acoust. Speech Signal Process, vol.38, no.5, p.814-24, 1990) can be improved by using the matrix pencil approach of Y. Hua and T.K. Sarkar (see IEEE Trans. Acoust. Speech Signal Process., vol.38, no.8, p.1424-36, 1990). The matrix pencil algorithm is computationally more efficient than the Papadopoulos-Nikias algorithm since the computation of the K roots of the K-degree polynomial is not needed in the matrix pencil algorithm. Furthermore, it has been shown that the matrix pencil algorithm is less sensitive to noise than the Kumaresan-Tufts method.<>