Minimum variance linear estimation of amplitudes for exponential signal models

This article presents the minimum variance consistent linear estimator for amplitude parameters in exponential signal models. A simple heuristic algorithm is presented to compute the weighting matrix that minimizes error variance; the resulting weighted least squares estimator accounts for the statistics of pole estimation errors. Additionally, analysis of binary diagonal weighting matrices demonstrates that for unweighted least-squares, the amplitude variance is reduced by truncating the Vandermonde system of equations.