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

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1 Author(s)
Hua, Y. ; Dept. of Electr. & Electron. Eng., Melbourne Univ., Parkville, Vic., Australia

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

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Signal Processing, IEEE Transactions on  (Volume:39 ,  Issue: 7 )