Estimating the parameters of exponentially damped or undamped sinusoidal signals in noise
Abstract
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 s(n) 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.
- Publication:
-
NASA STI/Recon Technical Report N
- Pub Date:
- October 1982
- Bibcode:
- 1982STIN...8324750K
- Keywords:
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- Signal Processing;
- Signal To Noise Ratios;
- Sine Waves;
- Damping;
- Difference Equations;
- Estimates;
- Independent Variables;
- Sampling;
- Communications and Radar