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Sensitivity considerations in state-space model-based harmonic retrieval methods

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1 Author(s)
Rao, B.D. ; Dept. of Appl. Mech.-Syst. Sci., California Univ., La Jolla, CA, USA

State-space models are considered for estimating the frequencies of multiple sinusoids, and robust coordinate systems for frequency estimation are identified. It is shown that the ideal parameter set from a parameter sensitivity point of view involves estimating a unitary state transition matrix and then computing its eigenvalues to obtain an estimate of the frequencies. Procedures to estimate such matrices from covariance and time-series data are examined. It is shown that two state-space methods, the Toeplitz approximation method and direct data approximation, estimate robust state transition matrices

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Acoustics, Speech and Signal Processing, IEEE Transactions on  (Volume:37 ,  Issue: 11 )