Skip to Main content Skip to Navigation
Conference papers

First-order analysis of the mode and amplitude estimates of a damped sinusoid using Matrix Pencil

Abstract : This article presents a statistical analysis of the Matrix Pencil method for estimating the mode and the amplitude of a single damped complex exponential. This study is based on a perturbation analysis of the mode and the amplitude, assuming a high signal-to-noise ratio. Closed-form expressions of the mean and variance of these perturbations are derived. It is shown that the estimates are unbiased and that the estimator can be tuned in order to obtain a minimal variance. The theoretical results are verified using Monte Carlo simulations.
Complete list of metadatas

https://hal.archives-ouvertes.fr/hal-00399568
Contributor : El-Hadi Djermoune <>
Submitted on : Friday, June 26, 2009 - 5:48:21 PM
Last modification on : Thursday, January 11, 2018 - 6:21:08 AM

Identifiers

  • HAL Id : hal-00399568, version 1

Citation

El-Hadi Djermoune, Magalie Thomassin, Marc Tomczak. First-order analysis of the mode and amplitude estimates of a damped sinusoid using Matrix Pencil. 17th European Signal Processing Conference, EUSIPCO 2009, Aug 2009, Glasgow, United Kingdom. pp.CDROM. ⟨hal-00399568⟩

Share

Metrics

Record views

432