Estimating the Parameters of Exponentially Damped or Undamped Sinusoidal Signals in Noise.
Technical rept. no. 2, Feb 81-Jul 82,
RHODE ISLAND UNIV KINGSTON DEPT OF ELECTRICAL ENGINEERING
Pagination or Media Count:
We address the problem of estimating the parameters of a signal embedded in noise. The signal is composed of samples of a sum of M exponentially damped or undamped sinusoidal signals. We suggest improvements to the original approach proposed by Prony. He observed that the samples sn obey an M th order difference equation and that from the roots of the characteristic polynomial of the difference equation, the parameters sk can be determined. We present three methods to improve this approach when the signal is noise corrupted.
- Non-Radio Communications