Exponential Modeling Using Combined Forward and Backward Prediction

Abstract

A sequence of complex data can be modeled using a damped exponential model. Forward or backward linear prediction can be used to estimate poles, and then total least squares can be used to estimate amplitudes for each pole. When model order is larger than true order, extraneous poles appear. These poles generally appear inside or outside the unit circle, depending on whether forward or backward prediction is used, respectively. Since true poles appear in approximately the same place for both methods, use of combined forward and backward pole estimation can be used to distinguish true poles from extraneous ones.

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1989
Accession Number
ADA212317

Entities

People

  • R. Moses
  • W. Steedly

Organizations

  • Ohio State University

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Amplitude
  • Contracts
  • Data Sets
  • Electrical Engineering
  • Engineering
  • Equations
  • Gaussian Noise
  • Government Procurement
  • Governments
  • Least Squares Method
  • Military Research
  • Noise
  • Radar Targets
  • Sequences
  • Standards
  • United States
  • United States Government

Readers

  • Computational Modeling and Simulation
  • Electrical Engineering
  • Statistical inference.