Matrix pencil method and its performance

A novel method called matrix pencil method for estimating poles or frequencies from exponentially damped or undamped sinusoidal sequences is presented as an alternative to either the ESPRIT or pencil-of-functions method. A singular generalized eigenvalue problem in this method is solved in several different ways. First-order perturbation analysis reveals many fundamental perturbation properties of the new method. It is found consistently from both theoretical and simulation results that it performs better than the high-performance polynomial method of R. Kumaresan and D.W. Tufts (1982).<
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