Abstract
We propose a new algorithm for estimating the parameters of damped, undamped, or explosive sinusoidal signals. The algorithm resembles the MODE algorithm, which is commonly used for direction of arrival estimation in the array signal processing field. It is derived as a natural approximation to an asymptotically (high-SNR) optimal parameter estimator and has excellent statistical accuracy. Nevertheless, it is computationally simple and easy to implement. Numerical examples are included to illustrate the performance of the proposed method.
Similar content being viewed by others
References
R. Carrière and R. L. Moses, High resolution radar target modeling using a modified Prony estimator,IEEE Transactions on Antennas and Propagation 40 (1) (1992), 13–18.
M. Cedervall and P. Stoica, System identification from noisy measurements by using instrumental variables and subspace fitting,Circuits, Systems and Signal Processing 15 (2) (1996), 275–290.
Y. Hua and T. K. Sarkar, Matrix pencil method for estimating parameters of exponentially damped/undamped sinusoids in noise,IEEE Transactions on Acoustics, Speech, and Signal Processing ASSP-38 (5) (1990), 814–824.
B. D. Jaffe, S. W. Chen, L. C. Potter, and S. D. Nelson, Prony frequency analysis of prolonged qrs signal averaged ecgs, inCirc. Research 41 (1993), 659A (presented to the Midwest Meeting of the American Federation of Clinical Research, Chicago, IL, November 1993).
J. Jiang and R. Doraiswami, Adaptive filtering of exponentially damped, undamped, and exponentially growing sinusoids, inControl and Decision Conference, Tampa FL 28 (1989), 2581–2585.
A. K. Krishnamurthy, Glottal source estimation using a sum-of-exponentials model,IEEE Transactions on Signal Processing 40 (3) (1992), 682–686.
R. Kumaresan and D. W. Tufts, Estimating the parameters of exponentially damped sinusoids and pole-zero modeling in noise,IEEE Transactions on Acoustics, Speech, and Signal Processing ASSP-30 (6) (1982), 833–840.
S. Y. Kung, K. S. Arun, and B. D. Rao, State-space and singular value decomposition based approximation method for the harmonic retrieval problem,Journal of the Optical Society of America 73 (12) (1983).
R. Roy, A. Paulraj, and T. Kailath, ESPRIT — A subspace rotation approach to estimation of parameters of cisoids in noise,IEEE Transactions on Acoustics, Speech, and Signal Processing ASSP-34 (5) (1986), 1340–1342.
W. M. Steedly, C. J. Ying, and R. L. Moses, Statistical analysis of TLS-based Prony techniques,Automatica, Special Issue on Statistical Signal Processing and Control 30 (1) (1994), 115–129.
P. Stoica, M. Cedervall, and A. Eriksson, Combined instrumental variable and subspace fitting approach to parameter estimation of noisy input-output systems,IEEE Transactions on Signal Processing (10) (1995), 2386–2397.
P. Stoica and A. Nehorai, MUSIC, maximal likelihood, and Cramér-Rao bound,IEEE Transactions on Acoustics, Speech, and Signal Processing ASSP-37 (5) (1989), 720–741.
P. Stoica and A. Nehorai, Performance study of conditional and unconditional direction-of-arrival estimation,IEEE Transactions on Acoustics, Speech, and Signal Processing ASSP-38 (1990), 1783–1795.
P. Stoica and K. C. Sharman, Maximum likelihood methods for direction-of-arrival estimation,IEEE Transactions on Acoustics, Speech, and Signal Processing ASSP-38 (7) (1990), 1132–1143.
Author information
Authors and Affiliations
Additional information
This work has been supported by the Swedish Research Council for Engineering Sciences (TFR).
Rights and permissions
About this article
Cite this article
Cedervall, M., Stoica, P. & Moses, R. MODE-type algorithm for estimating damped, undamped, or explosive modes. Circuits Systems and Signal Process 16, 349–362 (1997). https://doi.org/10.1007/BF01246717
Received:
Accepted:
Issue Date:
DOI: https://doi.org/10.1007/BF01246717