A low rank weighted matrix approximation method for robust estimation of sinusoid parameters

Techniques based on linear prediction (LP) and the singular value decomposition (SVD) for the robust estimation of the parameters of closely spaced exponentially damped sinusoidal signals in additive noise are extended and improved. An iterative method of fitting lower-rank least squares approximations subject to a general choice of weights is used. The method is applied to data sequences consisting of one and two signals with impulsive noise or with missing data samples.<
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