Journal ArticleDOI
Estimating the parameters of exponentially damped sinusoids and pole-zero modeling in noise
Ramdas Kumaresan,Donald W. Tufts +1 more
TLDR
In this paper, the estimation procedure presented here makes use of "backward prediction" in addition to singular value decomposition (SVD) for accurate estimation of closely spaced frequencies of sinusoidal signals in noise.Abstract:
We have presented techniques [1] - [6] based on linear prediction (LP) and singular value decomposition (SVD) for accurate estimation of closely spaced frequencies of sinusoidal signals in noise. In this note we extend these techniques to estimate the parameters of exponentially damped sinusoidal signals in noise. The estimation procedure presented here makes use of "backward prediction" in addition to SVD. First, the method is applied to data consisting of one and two exponentially damped sinusoids. The choice of one and two signal components facilitates the comparison of estimation error in pole damping factors and pole frequencies to the appropriate Cramer-Rao (CR) bounds and to traditional methods of linear prediction. Second, our method is applied to an example due to Steiglitz [8] in which the data consists of noisy values of the impulse response samples (composed of many exponentially damped sinusoids) of a linear system having both poles and zeros. The poles of the system are accurately determined by our method and the zeros are obtained subsequently, using Shanks' method.read more
Citations
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Journal ArticleDOI
NMRPipe: a multidimensional spectral processing system based on UNIX pipes
TL;DR: The asynchronous pipeline scheme provides other substantial advantages, including high flexibility, favorable processing speeds, choice of both all-in-memory and disk-bound processing, easy adaptation to different data formats, simpler software development and maintenance, and the ability to distribute processing tasks on multi-CPU computers and computer networks.
Journal ArticleDOI
Detection of signals by information theoretic criteria
Mati Wax,Thomas Kailath +1 more
TL;DR: Simulation results that illustrate the performance of the new method for the detection of the number of signals received by a sensor array are presented.
Journal ArticleDOI
Matrix pencil method for estimating parameters of exponentially damped/undamped sinusoids in noise
Yingbo Hua,Tapan K. Sarkar +1 more
TL;DR: It is found through perturbation analysis and simulation that, for signals with unknown damping factors, the pencil method is less sensitive to noise than the polynomial method.
Journal ArticleDOI
Using the matrix pencil method to estimate the parameters of a sum of complex exponentials
Tapan K. Sarkar,O. Pereira +1 more
TL;DR: The matrix pencil method is described, which is more robust to noise in the sampled data and has a lower variance of the estimates of the parameters of interest than a polynomial-type method, and is also computationally more efficient.
Journal ArticleDOI
Estimation of frequencies of multiple sinusoids: Making linear prediction perform like maximum likelihood
Donald W. Tufts,Ramdas Kumaresan +1 more
TL;DR: In this paper, the frequency estimation performance of the forward-backward linear prediction (FBLP) method was improved for short data records and low signal-to-noise ratio (SNR) by using information about the rank M of the signal correlation matrix.
References
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Book
Solving least squares problems
TL;DR: Since the lm function provides a lot of features it is rather complicated so it is going to instead use the function lsfit as a model, which computes only the coefficient estimates and the residuals.
Journal ArticleDOI
Solving Least Squares Problems
Book
Linear Prediction of Speech
John E. Markel,A. Gray +1 more
TL;DR: Speech Analysis and Synthesis Models: Basic Physical Principles, Speech Synthesis Structures, and Considerations in Choice of Analysis.
Journal ArticleDOI
Single tone parameter estimation from discrete-time observations
D. Rife,R. Boorstyn +1 more
TL;DR: Estimation of the parameters of a single-frequency complex tone from a finite number of noisy discrete-time observations is discussed and appropriate Cramer-Rao bounds and maximum-likelihood estimation algorithms are derived.
Related Papers (5)
Matrix pencil method for estimating parameters of exponentially damped/undamped sinusoids in noise
Yingbo Hua,Tapan K. Sarkar +1 more
Estimation of frequencies of multiple sinusoids: Making linear prediction perform like maximum likelihood
Donald W. Tufts,Ramdas Kumaresan +1 more