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.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1982
Accession Number
ADA123177

Entities

People

  • R. Kumaresan

Organizations

  • University of Rhode Island

Tags

Communities of Interest

  • Biomedical
  • Energy and Power Technologies
  • Ground and Sea Platforms
  • Sensors
  • Weapons Technologies

DTIC Thesaurus Topics

  • Angle Of Arrival
  • Computational Science
  • Data Science
  • Difference Equations
  • Electrical Engineering
  • Engineering
  • High Resolution
  • Information Science
  • Mathematical Filters
  • Plastic Explosives
  • Probability
  • Regression Analysis
  • Rhode Island
  • Signal Processing
  • Statistical Algorithms
  • Statistical Analysis
  • Statistics

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Control Systems Engineering.