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.
Type de document :
Communication dans un congrès
17th European Signal Processing Conference, EUSIPCO 2009, Aug 2009, Glasgow, United Kingdom. pp.CDROM, 2009
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https://hal.archives-ouvertes.fr/hal-00399568
Contributeur : El-Hadi Djermoune <>
Soumis le : vendredi 26 juin 2009 - 17:48:21
Dernière modification le : jeudi 11 janvier 2018 - 06:21:08

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  • HAL Id : hal-00399568, version 1

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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, 2009. 〈hal-00399568〉

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