Multidimensional ESPRIT for Damped and Undamped Signals: Algorithm, Computations, and Perturbation Analysis

Souleymen Sahnoun 1 Konstantin Usevich 1 Pierre Comon 1
1 GIPSA-CICS - CICS
GIPSA-DIS - Département Images et Signal
Abstract : In this paper, we present and analyze the performance of multidimensional ESPRIT (N-D ESPRIT) method for estimating parameters of N-D superimposed damped and/or undamped exponentials. N-D ESPRIT algorithm is based on low-rank decomposition of multilevel Hankel matrices formed by the N-D data. In order to reduce the computational complexity for large signals, we propose a fast N-D ESPRIT using truncated singular value decomposition (SVD). Then, through a first-order perturbation analysis, we derive simple expressions of the variance of the estimates in N-D multiple-tones case. These expressions do not involve the factors of the SVD. We also derive closed-form expressions of the variances of the complex modes, frequencies, and damping factors estimates in the N-D single-tone case. Computer results are presented to show effectiveness of the fast version of N-D ESPRIT and verify theoretical expressions.
Type de document :
Article dans une revue
IEEE Transactions on Signal Processing, Institute of Electrical and Electronics Engineers, 2017, 65 (22), pp. 5897-5910. 〈10.1109/TSP.2017.2736512〉
Liste complète des métadonnées

Littérature citée [49 références]  Voir  Masquer  Télécharger

https://hal.archives-ouvertes.fr/hal-01360438
Contributeur : Konstantin Usevich <>
Soumis le : mercredi 7 juin 2017 - 11:52:19
Dernière modification le : lundi 9 avril 2018 - 12:22:48
Document(s) archivé(s) le : vendredi 8 septembre 2017 - 12:36:40

Fichier

TSPperturbations.pdf
Fichiers produits par l'(les) auteur(s)

Identifiants

Collections

Citation

Souleymen Sahnoun, Konstantin Usevich, Pierre Comon. Multidimensional ESPRIT for Damped and Undamped Signals: Algorithm, Computations, and Perturbation Analysis. IEEE Transactions on Signal Processing, Institute of Electrical and Electronics Engineers, 2017, 65 (22), pp. 5897-5910. 〈10.1109/TSP.2017.2736512〉. 〈hal-01360438v3〉

Partager

Métriques

Consultations de la notice

233

Téléchargements de fichiers

170