MODE-type algorithm for estimating damped, undamped or explosive modes

We propose a new algorithm for estimating the parameters of damped, undamped or explosive sinusoidal processes. The algorithm resembles the MODE (method of direction estimation) algorithm which is commonly used for direction of arrival estimation in the array signal processing field. The algorithm is asymptotically (for high SNR) optimal. Nevertheless it is computationally simple and easy to implement. Numerical examples are included to illustrate the performance of the proposed method.